Sorry to hear about this trouble. This message is shown when you launch the application for the first time after the crash. Please click yes and it will open all the working documents when it crashed last time and you can save them. For more details about file recovery options, please check out this help article ( https://helpx.adobe.com/in/indesign/kb/indesign-document-recovery.html ).
Let us know what happns when you click yes. Also, please confirm from where you are opening these files (Network Drive/ System HDD/ Shared Folder on System /External HDD)?