That arrow is for personalisation.
Windows remembers what programs you've used lately, and just shows them to stop clutter. This feature can be useful when it comes to many users using the same computer, as it hides programs you don't use.
Though to get rid of it, go to Start, Settings, Taskbar and StartMenu,
Click on the Start Menu tab, and go to Customise.
Under the list, untick "Use Personalised Menus" at the bottom.
I hope this helps