Friendly Windows 11 enjoyer here, I ran into the same issue as you. Luckily the fix is extremely easy and you don't need to mess with any external backups or anything(it's ok if you did, as long as your files are saved).
- Open your File Explorer and navigate to your account (C:\Users<USERNAME>)
- Right click on Desktop and navigate to Properties.
- Navigate to the Location tab and you should see the path for your Desktop.
- If it is still linked to OneDrive, it should look something like "C:\Users<USERNAME>\OneDrive\Desktop".
- Simply remove the OneDrive sub-directory, or format the path to look like "C:\Users<USERNAME>\Desktop" and click Apply.
- Follow the prompts to move your files to the "New" Desktop location.
- Done
You can pretty much follow this set of steps for anything that is still tied to C:\Users<USERNAME>\OneDrive. Hope this helps!