Setting default app in Windows 10 has dramatically changed. Before in both Windows 7 and Windows 8.1, you can quickly set the default app for the certain type of files right from the right-click context menu but not anymore in Windows 10.
So how can I set default apps in Windows 10, such as setting VLC as the default video player for MKV files?
The right place to go is the Settings app, obviously. Go to Settings → Systems → Default apps, and you will see one category on the right called Video player. You can change it from default universal Movies & TV app to VLC player but that only change the default behaviour for standard video types such as MP4, MPEG, AVI, or WMV files. Opening MKV file still remains same with Movies & TV.
You will need to go a little further. Click Choose default apps by file types at the bottom of the window to go to next page.
Then scroll down the page until you find the .MKV file type on the left, clicks whatever the app that is current set up, then choose VLC media player from the list.
The change takes effect right away. From this point on, simply double-clicking the MKV files on your computer will open the media file right in VLC media player.
/updated Feb. 6, 2016/
It turns out that you can use the context menu to set a different app to open a certain type of files, even though you don’t see it first. Right-click a MKV file, choose Open with, then Choose another app. Select VLC media player, check the box “Always use this app to open .mkv files“, then click OK.