Having this is not necessarily wrong or bad practice, but it does impact the performance of your computer. 

The more cluttered the computer desktop is, the harder it is on the video card to redraw all the items and respond back to your command. Often times just a large high resolution wallpaper picture in the background can cause your workstation to slow down noticeably - now add many icons and your computer will become more taxed.

Take some time to create a few folders in your My Documents folder - throw your important documents in them. Or ask your Systems Administrator for assistance. You will notice right away how much peppier your computer will become after the cleanup.