I deleted the program, ejected its volume and downloaded it again, but with the same results.
It seems like you've used Electrum before, and it's trying to open your old wallet. Deleting Electrum and reinstalling it won't help.
It is a bit weird Electrum doesn't give you the option to create a new wallet, if the last wallet you used has a password.
Solution: you can just rename ~/.electrum to ~/.electrum.old and restart Electrum for a fresh start.
Could it have started to put something in a library folder somewhere that I need to delete to do a new install?
I wouldn't delete your old wallet without remembering what's in there. That's why I suggest to rename it, just in case you remember your password later.