When I run Houdini it attempts to load recent file and hangs up.

I know deleting preferences often works, so I tried to delete houdini18.5 directory (in my home dir), but it did not work. Houdini still tried to load
recent file.

Next I tried uninstalling houdini and delete *everything* which include "houdini" in filename.
But it did not work. Houdini seems to remember recent file and still attempts to load it.

Any solutions?

You did not specify an os. On Windows the config directory is `$HOME/houdini18.5`.
Also there might be things in the Windows registry, not sure.
It is normal for such things to be made so that they survive reinstallation, etc. That is why they are put in separate directories.

Also check out the program `houdini_install_dir/bin/hconfig` which allows you to tweak some configuration from the command line.

How are you starting Houdini and what OS? If you just start Houdini, it should just load a new session.