I had that before - all shortcuts in a folder - but I just never used the folder... So it got deleted
Those icons are ones I use regularly. Games in the top right, windows stuff in the top left, folders of stuff in the bottom left, and work-ish stuff in the bottom right
I clear the desktop of unused stuff once a week (as I download to desktop all the time).
Its worth noting that that is my games user account. My work one is plain grey, with a LOT fewer icons, no games, instead top right is folders of work