Pressing Cmd + Opt + Shift when starting the application doesn't reset the preferences and when I go into my user library/preferences folder, I see other Adobe applications, but there's no trace of XD. I also don't see any preferences file inside the application's package in the Applications folder.
To clear the list of recent files, go to File > Open Recent, and then select Clear Menu from the bottom of the list.
XD doesn't really have preferences yet, so please go to Adobe XD: Feature Requests: Top (716 ideas) – Adobe XD Feedback : Feature Requests & Bugs and add a feature request, or add your vote to this one: Add Application Preferences – Adobe XD Feedback : Feature Requests & Bugs
I should have said I tried that and it didn't work. But then I restarted the application and it did work. Thanks.