You should absolutely check! Do not just delete the files.
Right click on the vm, select the hard disk option and get the datastore path. Verify that either files do not exist, or that is is a true duplicate, then you can delete. Other wise a remove from inventory might be the action you need to take.
The datastore is not at risk.
Typically orphans are caused because a change was make directly with an ESX host vs. the vCenter. So the vCenter is unaware of the changes.