For whatever reason macOS Catalina seems to have problems with the Finder. Sometimes I cannot get a Finder window to launch at all. Other people are having this issue as well, but then again it could be something on my system it does not like. What I end up doing is Relaunching the Finder from time to time. It this is you, then read this article listing different ways to Restart the Finder. After all, it is just an Application like any others. Hopefully, Apple fixes this issue in one of its updates.