Drowning in desktop icons.

Win 11 23H2
Icons are appearing on my desktop without my action to put them there. Documents I've opened then closed, program icons I don't need, folders I've opened, worked with and then closed, apps I've downloaded.
There are some items I want, but many should close to their own folder.
What setting(s) might be filling my desktop screen? Is this an "improvement" I've missed?

Are the icons for shortcuts to files or the actual files? Right-click each and check Properties, will show either the path to actual files or if they are actual files the path to where they are stored will be C:\Users\USERNAMEHERE\Desktop.

What Browser are you using? (ie) Edge, Chrome, Firefox?
In the settings of the Browser, you can select your default Download location which should be the Downloads Folder, if it is set to Desktop, you can change it here.
When you open a file work on it, and want to close it, you choose Save , it should save to the same location you opened it from. If not, you can choose Save AS and save it to the folder you want.

If I was a betting person, I would bet you have in some way altered onedrive settings and you did it incorrectly. Have you messed with onedrive at all? If so what did you do?