“Untitled” item on my MacBook Pro desktop
This is just your system hard drive. You didn’t provide a name when you formatted it, and so macOS gave it a default name of Untitled.

You can rename it by right-clicking it in the Finder sidebar under the heading Devices, or by opening Disk Utility and right-clicking it there. Then simply choose Rename.

You can also hide hard drives from your desktop by going into the menu bar Finder → Preferences → General and unchecking Hard disks under the heading Show these items on the desktop.