That's a generic "app" icon. Go into Settings > Apps, show all including system apps and scroll through - you'll see that icon for a large number of internal apps that don't appear in your app drawer. In other words that is the generic icon for an app which doesn't have an icon of its own.
You may also see that if you have a shortcut to an app that has been uninstalled (or broken in some way).
I'd try to remove it in the usual way (I don't have a OnePlus, but a long press on the icon is the norm with most launchers). If that doesn't work try a reboot, or clear the launcher's cache. Clearing data for the launcher will certainly do it, but you'd have to set your homescreen up again if you did that so leave as last resort.