I downloaded something from safari called blue stacks it doesn't go away
It's fine, you can reboot normally and if the disk to the BlueStacks is still mounted you can them unmount it in Finder and remove the .dmg file from your downloads. This sometimes happens, might be a bug, I generally just restart the Finder process but I wouldn't recommend that to everyone, so rebooting is the way.
(If you already installed it and want to remove the app and any files associated you should consider AppCleaner, it's totally free)