Delete recent files and not save them

Your Recent Files history isn't real.  It's just a cache memory of file names you've created recently.  It gets replaced with new file names as you create and save them.  If it bothers you, don't open files that way.  Use File > Open (Ctrl+O) instead.

Delete files from your local site folder via your Files Panel (F8). Select file and hit the Delete key.  Repeat as needed.

To eliminate the Start screen, go to Edit > Preferences.  See screenshot.