I am not aware of Mesen-S having any considerable problems, but I haven't used it much myself. It might be good to try a few different debuggers. They'll all have different strengths and it wouldn't hurt to get a bit more familiar with some of the different tools.
I had a glance at that memory viewer and it seems fairly normal. On the left you have a typical hex view with each byte being represented as 00-FF. Then the text viewer on the right shows the equivalent
ASCII text representation of each byte. Any byte value that doesn't have a valid ASCII representation, which is to say any value from 00..1F or 7F..FF, will get shown as a "." there instead.
There are many different ways to encode text, but ASCII is one of the simplest and most common we would encounter. Some fancy hex viewers or editors will support different encodings which can be useful for specific purposes, but that's not something we would need any time soon.
I was able to reproduce the issue with Geiger's Snes9x on a Windows 7 install, but installing that redistributable was all it took to get it working. Maybe Win10 requires something else, I'm not sure.