It sounds like you have a 32-bit operating system and/or have less than 6GB of RAM.

Unfortunately, Firewatch requires a 64-bit operating system and at least 6GB of memory/RAM. We are sorry to say we do not support 32-bit machines.

Steam offers very easy refunds within 2 hours of play time: http://store.steampowered.com/steam_refunds/

GOG and Twitch refunds: please contact the platform’s support team