Do you mean desktop.ini
Best to leave it.
Recycle Bin. Best to leave it. Also regularly clear the bin.
For others, if it is a short-cut, should not be any problems.
Do check if it is short-cut Or Actual files &or programs.
It is good to clear most of the short-cuts, as the Windows OS will return the control to user.
That is the OS require to check the short-cuts if it is valid or not.