You get this error because you are trying to open project from recent files which links directly to .dproj file. If you open it through File -> Open and open .dpr then dproj will be recreated.
Anyway, deleting dproj file, while it can help in certain scenarios is not the best course of action, especially for cross-platform FMX projects as you will lose all custom setup required for those projects, but that depends on how complicated your setup is.
If your dproj file is corrupted in some way and it cannot be loaded, then creating brand new project with same name and configuring it from scratch, is better option as autogenerating can cause you other troubles down the road because auto-generation does not properly configure and add all platforms.