GW files

open it and see?
the one is clearly a text document

ArenaNet.txt looks like a crash log of some sort (atleast on my machine), I'm sure Crash.dmp is similar, not sure about gw.tmp

The text document:

*--> Crash <--*
Assertion:
AvChar.cpp(4649)
App: Gw.exe
ProgramId: 1
Build: 23642
When: 9/9/2007 21:17:23
Flags: 0

*--> System <--*
Name: DELL
IpAddr: 192.168.2.101
Processors: 1 [GenuineIntel:15:4:3]
OSVersion: 5.1

*--> Thread 0xfffffffe <--*
eax=0619e9d0 ebx=00d2e588 ecx=000019e0 edx=00000001 esi=009f3c44 edi=009f3c44
eip=00402711 esp=01abfc64 ebp=01abfc78
cs=200202 ss=001b ds=0023 es=0023 fs=0023 gs=003b efl=00000000


Then it has a long list of numbers/letters, then:

*--> LogQueue <--*
(2) Texture '' file not found
(0) Login server connection lost
(2) Sequence queue congestion

*--> DirectX Device Info <--*
VendorId = 0x10de
DeviceId = 0x00f9
Version = 6.14.0010.6687
Description = NVIDIA GeForce 6800 GTO
Compat = 0x01000001

I remember having only one file I couldn't open, and that was the .dat. What are these other things??

just logs it would seem

Could it be.... A Crash log?

I don't know what a crash log is. Sorry that I didn't make it clear enough, so I will ask again:

What are those files, why are they there, do they have any meaning, should I be worried?

A crash log is just a log of what happened before GW last crashed. It can then be looked at to see why GW crashed.

Nothing to be worried about at all.