Something a bit odd...

An unknown file called “Thumbs” has, for no apparent reason, appeared in pretty much every one of my folders. What’s up with that, and is there a quick way to undo it?

They’re unnecessary files windows creates to store thumbnail data. You can safely search your entire drive for “thumbs.db” and delete every file that shows up. Then go into tools > folder options > view and turn off the “Do not cache thumbnails” option, that will prevent any thumb files from being recreated.