You're right to be cautious, thanks for bringing it up. What you're seeing is the standard Windows "Unknown Publisher" warning. This appears for a lot of jam games because the app isn't signed with an expensive security certificate, which isn't feasible for a free project.
The game runs on the love2D engine, a popular and trustworthy framework for 2D games. It isn't a virus. Itch.io also scans all uploads for malware.
I completely understand if you'd prefer not to run it, but if you're comfortable, you can get past the warning by clicking "More info" and then "Run anyway."