AT
The real problem is (for me anyway) is there is no way to open a new project without a project/song name.  If you are just messing around you have to have a name.  I've got a "synth" project I usually start with and once I get into it name - even if it is a bad title.
 

Nah, just use Ctrl+N to start a new project instead of manually selecting a template - that will allow you to work in an "untitled" project.   That's what I usually do and then choose whether to Save As for future use.
 

I stopped using Templates a while ago when I discovered something that works better for me. 
Blank CWP files. Or I'll do the same as above and just start a new Project and use track templates to populate it. 
 
 I create a blank project with all the pre meditated stuff, and  save it as a CWP file. I then open it and re save using "per project" and "save audio with project"  naming the songs. 
Note you should always "save as" before you hit the record button or the audio will be stored in the original folder. Not a big deal as it will get copied & moved once you do the save as, But now you have unwanted audio in the templates folder. 
 
I never use the opening dialog box, I told it to go away. I just open from the file menu. 
 
OP- I sure hope you  have a back up of all that ? 
I would dump the whole works to a data drive - twice even 
If you truly have made the mistake of keeping all your audio in one global audio folder 
then you will need to clean things up using "SAVE AS"
 
Back everything up.
Using Widows Explorer make a new Sonar Projects master folder(s) somewhere. I use the root of a DATA drive and make folders for each album or type of project like Backing tracks, Song idea's.  
Then in Sonar 
Select "use per project folders" in preferences first. 
Open each project and then use SAVE AS to direct the song to the new sonar projects folder. 
Make sure to check "copy all audio with project" 
This will make a clean copy and only save the audio needed. 
 
When done you can now safely delete the original global audio folders contents. 
 

Anderton

AT
The real problem is (for me anyway) is there is no way to open a new project without a project/song name.  If you are just messing around you have to have a name. 

I think that's probably to ensure that if your messing around becomes productive, you can just hit ctrl+S and not have to go through creating the project.
 
If I'm doing a temporary project, I just type nonsense keys like dsdfkjlfdss. Then if it doesn't turn into anything, it's easy to find and delete in the Cakewalk projects folder.

I too use the asg-9ug approach for projects where I don't have a real name in mind, or it is just to test out some potential bug for a forum member, etc.
 
Bob Bone
 

AT
The real problem is (for me anyway) is there is no way to open a new project without a project/song name.  If you are just messing around you have to have a name.  I've got a "synth" project I usually start with and once I get into it name - even if it is a bad title.
 
@

What I have had for years now is what I call an "empty" project in its own folder called logically empty. I can access this for quick "messing" around or testing out new plugins and. If I decide I want to save it I use save as and create a new folder for it with a decent name. 
 
What this lets me do is quickly open a project with nothing in it and add stuff as I want. If I decide not to keep it, all I do is exit it. This is also handy for holding custom screen sets that I can apply to old or new projects.