I'm making a roblox game with a tutorial (https://www.youtube.com/watch?v=_PlYzgQyco8).
When I export a file as fbx the project exists, but when you open the fbx in blender it just appears as the default...
You cannot open a .fbx file using Blender.
You must create a new file and import that .fbx file.
In your case, the Blender is opening the default scene instead.