Here's an even simpler way to do it. I went into Documents and created a Folder (named "excel empty") and then went into Excel>Preferences>General and set the Open All Files In ... to this new empty folder. Seems to do the trick, as Excel now just opens to an empty worksheet. Can't image why Microsoft didn't just make this the default in the first place.
The same thing happens to my mac! Everytime I open excel, it tries to open every file in my documents folder! Even files of different incompatible types. I can't get into "preferences for Excel" because of all the error messages. I've looked for Macros on the desktop and it does not find any.