How To Open Incognito Without Creating Desktop Folder

Whenever I use the shortcut "Command + Shift + N" to open an incognito tab, for some reason it creates an untitled folder on my desktop. I am using a MacBook Air with google chrome. 9/10ths of the time it creates the folder instead of opening the incognito tab. I have tried different ways of inputing the shortcut just incase I was getting the order wrong, such as, "Shift + Command + N". I have also tried inputing the shortcut by inputting all the key presses at once, and while doing it sequentially. I just can't seem to figure out what I am doing wrong. Any help would be much appreciated.