Anyone know how to delete a icon if it won't let you delete it? ( This isn't a trick)

First off, I looked for a help section and I may be blind which will most likely be the case if there is a help section but didn't find one.
But my question is what can I do to delete a icon that won't let me delete it even though it's not important but just won't let me delete it and it's 0 bytes, here is a picture.




Thanks in advance if I can get help

I'm going to add that the only thing I can do with this file is drag it around the desktop, can't move it into any folder or delete it or rename it.