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This occasionally happens after upgrade. The behavior has been observed in macOS High Sierra and, earlier, in OS X Yosemite 10.10x series.
Solution: On Finder, press Command+Shift+G and go to
~/Library/Preferences/
Locate the file “com.apple.finder.plist” and delete it.
The alternative is to delete the file from the commandline or Terminal:
~/Library/Preferences/com.apple.finder.plist
Reboot the machine afterwards. Or from the commandline:
sudo shutdown -r now "Restarting Now"