I tend to be a bit sloppy with my desktop folder. How bad is it to have a ton of files on your desktop?
One consequence of having a ton of files on your desktop is that you're slowing down logon, because Explorer has to load up all the icons for your desktop when it starts up. Mind you, you are staring at the spinning dots while all this is going on, so you don't know that part of the time you're spending sitting and twiddling your thumbs is caused by all your desktop icons, but that's one of the things that's going on.
Another consequence of having all those files on your desktop is that they all need to get scanned to see if any of them are shortcuts with a hotkey, and to gather information about what programs they refer to so it can be used to provide the icon for a grouped icon on the taskbar.
It's not the end of the world to have a lot of files on your desktop, but you did ask.
Okay, you didn't ask, but I answered it anyway.