I found this but I am afraid to use the method since I have a dozen or so icons set to specific ones and worried it would remove those too.
Anyone know how to stop this or what causes it?
It is okay to clear Thumbnails per the method you cite. This issue can come up when you change your desktop background while Windows 10 is still responding to the previous change.
I guess I should have mentioned that you need to uncheck some items, like cookies, passwords etc. Never install any software without checking the settings before using it.