Hi Joshy
Setting File Associations in Windows 10 is currently a bit buggy
Right click an obj file, choose 'Open WIth' - Choose Another App
IMPORTANT - Check the box marked 'Always use this app to open objx . . .'
If Blender is not in the list, scroll to the bottom and click 'More Apps'
Again if Blender is not in the list, at the bottom, click 'Look for another app on this PC', then navigate to find the blender executable and choose that
That is located here:
C:/program files (x86)/blender foundation/blender/blender.exe
That's It, once that is done, you should be able to double click an obj file to open it in Blender . . .