The red X icon that shows up next to your files ... the OneDrive-only files (those with a cloud icon instead of a green checkmark) that you didn't download to your PC will be deleted.

A political leader and a fierce warrior, Red Cloud, chief of the Oglala Sioux, fought unsuccessfully to save his people and their land from being seized by whites. Born in 1822 in what was then ...

The red X icon that shows up next to your files on Windows is actually a OneDrive warning sign. It indicates a syncing error, meaning your files (and even folders) couldn't be backed up to the cloud.