Hi,
If you are not afraid to use the registry editor then take a look at this key:
HKEY_CURRENT_USER/Software/Microsoft/Office/14.0/OneNote/OpenNotebooks

There you will see all the 'Open notebooks' on the right side of the editor. Hover over the various books and find the one that does not exist anymore. Delete that entry.

Be warned to create a backup of your registry first before tampering with it!