Hi Graham,
Welcome to the Microsoft Community forum.
This issue could be caused due to some incorrect settings. I would suggest you to try these steps and check:
Method 1:
Sometimes, this kind of shortcuts could be created by security threats like virus and malwares. To make sure that this is not the case, I would suggest you to first run a complete security scan to make sure that you are in the safer side. Make sure that the antivirus software is updated with the recent virus signatures before you run a security scan.
You can also download and run the Microsoft Security Scanner from here:
Note: The Microsoft Safety Scanner expires 10 days after being downloaded. The Microsoft Safety Scanner is not a replacement for using an antivirus software program that provides ongoing protection. Any data files that are infected may only be cleaned by deleting the file entirely, which means there is a potential for data loss.
Method 2:
If the above step didn’t detect any security threat, then it could be caused due to some incorrect settings or due to a corrupt system file. I would suggest you to try this and check:
a) Open “Windows Explorer”.
b) Right click on “recent places” in the left pane, under “Favorites”.
c) Click “Send to” and select “Desktop”.
d) Now, a new shortcut would be created in desktop for the “recent places”.
e) Right click on an empty space in the desktop and select “refresh”.
f) Now the old shortcut should disappear.
g) Manually, delete the new shortcut by right clicking and selecting “Delete”.
Method 3:
If the above method, didn’t help, try these steps:
a) Open Control panel.
b) Click on “Appearance and personalization” and then click on “Personalization”.
c) Click on “Change desktop icons” in the left pane.
d) Check the box against all the desktop icons, click apply.
e) Close the Window and click refresh.
f) Follow the same steps and uncheck all the icons.
g) Click refresh.
h) Now, the desktop shortcut to “recent places” should disappear.
Try these steps and let us know the results. We’d be happy to happy to help if you need any further assistance.