File Will Not Delete

I've ran into these before on previous versions of Windows, usually a file that has too long of a name or so it says but basically is just a corrupted file and I use WinRAR rename the file and delete it. But this file in particular I cannot get rid of. It was originally a jpeg, and when I went to rename it for deletion the file then became a blank file, no extension just a letter I put for the name. The file cannot be found by anything it seems, even the command prompt method of deletion gives me the same message. "Could not find this item. Verify the location." Which is weird because the command prompt does show the file in the directory but gives me that error when I try to delete it.