When I right click on the "icon" I see the following :
I've tried rebooting in safe mode and still the same 3 options.
I've went to the desktop folder and it's not showing there.
I've tried moving it to the recycle bin to no avail as well as highlighting it and trying to delete it.
Again, to no avail.
Attached you'll see the icon in question and what happens when I try to move it to the recycle bin.
Any suggestions are greatly appreciated.