I couldn't remove the folder, neither with
adb shell rm -f nor the Open Manager app nor by mounting the SD card and removing from Ubuntu/Nautilus:
$ adb shell rm -f /sdcard/OxygenGuide rm failed for /sdcard/OxygenGuide, I/O error
There was an error deleting 08267130495190304.html. Error removing file: Read-only file system
It looked like trying to remove this particular file makes the whole SD card read-only. Unmounting/remounting made it read/write again, but the same error happened when I tried to delete again.
I decided to reboot, and now I just have a black screen with just the top bar, showing the "Checking SD card" icon and usual network/battery/date.
adb logcat shows this:
I/ActivityThread( 323): Publishing provider downloads: com.android.providers.downloads.DownloadProvider W/Vold ( 71): Filesystem modified - rechecking (pass 2) I/Vold ( 71): Device /dev/block/vold/179:1, target /mnt/sdcard mounted @ /mnt/secure/staging D/Vold ( 71): Volume sdcard state changing 3 (Checking) -> 4 (Mounted) I/ActivityThread( 270): Publishing provider call_log: com.android.providers.contacts.CallLogProvider W/logwrapper( 71): In fsckdelay end. Kill dosfsck, ret=-1