I had an issue where the icons on the desktop for PDF files were simply a black square. No small preview of the document, nor the traditional Adobe icon.
Upon further research it appears that a clearing of the thumbnails cache is necessary to fix the problem.
To do this, launch the Disk Cleanup Wizard go to Control Panel >> Administrative Tools >> Free Up Disk Space By Deleting Unnecessary Files.
Once launched, scroll down the list to make sure that "Thumbnails" is checked:
Then hit "OK". Upon completion, you icons should be repaired.