The following three firewalls are free to use, however they may have some issues that need to be addressed.
Comodo firewall: It has too many unwanted third party software and ADV. Windows 10 is considering the file [Win32/FusionCore.C] and [Win32/PiriformBundler] as security issues during the installation so you have to manually run it by yourself. If you do not mind the free ADV then you can choose this one.
Zone Alarm firewall issues: It consumes too many RAM memories (~1GB). At least 6 service threads are running on the background that slows down the network connection and PC performance, specially when you are using your PC for Realtime gaming. If you have an old Zone Alarm firewall installed then sometimes you may not able to uninstall it or remove those services. (In that case, you should install a new version and then remove it again. In that way, it will completely clear out all old Zone Alarm files. ) If the speed is not your concerns then this is a good choice because it has rich figures and controls.
Tinywall firewall issue: The TinyWall-v3-Installer.msi is not recognized by window defender as a secure application so you have to manually run it by yourself. Windows10 will not run auto-installation for this firewall. (Do not install TinyWall over a remote connection, or you will risk locking yourself out until TinyWall gets properly configured. ) You need to manually add the allowed applications to the firewall by yourself, otherwise they will never connect to the internet. By default it blocks everything that it is not predefined on its whitelist, it has no a physical blocklist. If you want a simple firewall that has no impact to your system performance and it works with Windows Firewall side-by-side, then this is your choice.