Bitcoin Core defaults to opening the last wallet that you had open when you shut it down. If you shut down Bitcoin Core (without explicitly closing the wallet file first, using "File -> Close Wallet") and then subsequently deleted the wallet file, then Bitcoin Core will be attempting to automatically re-open a (now) non-existant file.
If NotATether's solution doesn't work, also make sure that there isn't a "wallet=" line in the bitcoin.conf file... although, I concur with NotATether that the most likely culprit will be the "wallet" value in your settings.json file (which should be located in your Bitcoin Core datadir)
If you want to prevent this from happening again in the future... whenever you are planning to delete a wallet.dat file... make sure that you use the "File -> Close Wallet" option in Bitcoin Core to make sure the wallet file has been properly "closed"
before you shutdown Bitcoin Core... Bitcoin Core will then remove it from the settings.json record and will not attempt to re-open the wallet when the application is re-started.