Deleted files are being listed in the windows directory when using `ls`

Output:

xyz@Thinkpad:~$ ls ~/Desktop'CRE Octave.pdf'   TMNT          resources           tron.bat  '~$aphase 2.docx' Syllabus.pdf      desktop.ini   shell-lesson-data   usr.lnk

I reset windows and then installed wsl, set the windows user directory: mnt/c/Users/xyz. The only files which are present in the desktop folder are shell-lesson-data/ and usr.lnk*

When I use the rm command to remove them, it show

rm: cannot remove 'TNMT': No such file or directory

How to fix the issue?