It happens when explorer tries to access memory that has been freed by shutting down the computer. It isn't anything to worry about and should go away in future updates. I don't think it would have anything to do with games not running. Windows 10 is pretty unstable right now and will have quite a bit of bugs, with more coming out. If you are running the tech demo I recommend downgrading using an old windows disk until a few weeks after windows 10 comes out.
P.S. If that old windows disk is older than Windows Vista you may just want to stick with the tech demo, but be careful.