Strange File Appeared In My Home Folder
It's almost certainly harmless. If you select a file on the desktop (even unintentionally) and press enter and then type ok - that would explain the naming.

I would open the terminal app (/Applications/Utilities) and type file and then drag the questionable file into the window and press enter.

That will look at the file contents and give you a hint about what it might contain. Spotlight information could help find other files around the same time, but I'd start with the file tool and get more information or just delete the file named OK - especially if you have a backup where you could get back what you lost if you find out later it was an image or document you needed.