I will show you how to make a folder named with a space and how to make "undeletable, unrenanable folders" and how to delete them so try naming a folder with any of the following names
CON
PRN
AUX
NUL
COM1 ( com1 through com9 )
LPT1 ( also through lpt9 )

Step 1: A Nameless Folder

To make a folder with no name or just a space make a new folder and using the NUM LOCK keypad the one on the top won't work hold down the alt key as in ctrl ALT delete and type 255 then let go of the alt key a click out of the folder and boom there it is.

Step 2: Restricted Names Like Con and Nul

These names are reserved but you still can make them with cmd WARNING: on my computer it is not possible to delete the folders without installing the free software unlocker so I won't show you how to delete them but here's how to make them

Opem cmd.exe command prompt and type the following without the quotes
" md con" note the name con can be subsituted with any of the restricted names if this doesn't work type
"md\\.\\c:\\con"

Step 3: Make a Folder Named Con You Can Delete

So when you tryed deleting it windows gave you an errorf message you can make a folder name con and delete it here's how

Make a new folder and type the alt 255 then type con and there you go
You can delete this one but you still can't move it to another folder