It's not the nest of either a hornet or a paper wasp or any other social wasp. It's the nest of a harmless solitary wasp, a mud-dauber, possibly the yellow-and-black mud dauber, Sceliphron caementarium. If you have children or younger siblings, and if find any more nests like this (with exit holes in them), the best thing you could do would be to take them down and open them up to see what's inside. Inside you'll find the pupal case of the mud dauber and the dried remains of the insects or spiders that the mud dauber provisions its nest with to feed its larvae. These nests are not a threat to you in any way. They are fascinating parts of nature to be enjoyed and appreciated.
It looks like a hornet nest or a small bird nest.
Thank you. For taking the time to read my question. It scared the hell out of me. I appreciate it.
Paper wasp. These do not sting people. Look scarey though.
We never have opened our blinds on our window to the kitchen. I was cleaning with my siblings in the kitchen and we found this. We just want the nest identified and want to find a way for this never to occur again. So if anyone knows what kind of nest/cocoon this is please list the name below. (We destroyed it. nothing was living in there.)