tsnor :
RIGHT click it, you get a menu. you see "open file location" click this (edited this abit 😉)
After doing this a new window has opened with the location where spotify is stored,then delete the desktop icon,after that recreate the desktop icon by rightclicking the .exe plus choose "copy to desktop" and see if the little A4 is still there or that it just has the small arrow like other desktop shortcuts.
Don't know what that little A4 is,but maybe you dragged a file into the icon by accident or something like that?