It starts with wanting a fast convenient way to quickly access something you use a lot. Over time, this just grows and grows until if you look closely there are many duplicates because you could not find what you were looking for in the morass before you.
Take a clean screen approach.
Do NOT store anything on the desktop. Keep only shortcuts there.
Store things in folders in your My Documents folder, or My Picture, or My Music. Organize and create new folders there that are usefully named to help you find things. Windows will list them alphabetically within each folder and that in itself will make things easier to find.
When you find yourself going to a particular place very often, create a shortcut and store it on the desktop. Then periodically, ask your self if you still need that shortcut.