The OneDrive app is, in fact, optional. You can choose which files you want to store in your OneDrive, if any, and which files you want to store on your hard drive.
There are certain advantages to storing your files in the cloud (i.e., in your OneDrive) but you don't need an app to store files in OneDrive or to download files from your OneDrive. You can do that on your own.
In addition, the cloud (i.e., your OneDrive) is a poor choice as a place to save backups, although it's better than not backing up at all.
I don't think you need to delete the OneDrive app entirely at this point. I think you should instead tell the OneDrive app to stop its syncing and stop it from backing up. This will put you back in control, and let you setup your hard drive and your OneDrive (if you so choose) as you like.
To do that, open the OneDrive app and go through its settings. There you can stop it from syncing and backing up.
Once you've had an opportunity to learn how the OneDrive app works, you might decide to start using it again, in a way that benefits you. Or you may decide to remove it completely.
In addition, if you have a subscription to Microsoft 365 (formerly known as Microsoft Office) you should know that M365 is setup to store office-type files in your OneDrive by default, but this is easy to change. I'll illustrate with Microsoft Word: Open Word and go to File > Options > Save > Save to Computer by default.
Microsoft decided to go 'all in' with OneDrive so they made several technical changes to Windows that tie Windows to OneDrive. All these can be undone but it takes some work to get everything back to the way things were before the focus on OneDrive. If you decide to go through all the steps to disconnect your computer from your OneDrive, you'll still be able to use your OneDrive, but you'll do it manually rather than through an app. I myself prefer it that way, because it puts me in control.