I dont know how, what happened my recent projects arn't showing up in the 'Recent Project' menu. I've tried uninstalling and reinstall still the problem hasn't stopped, I even tried resetting Premiere Pro.
When you create a project, premiere will set up a location for your project. by default this is usually in your documents folder. So start by looking there. I know it's very easy to just accept all the paramenters in the new project dialog but probably a good idea to see what the defaults are and adjust accordingly.