1. Close and Quit VSCode

2. Remove VScode from Applications (just go to Finder -> Applications and move VSCode to Bin)

3. Execute these commands in any order. The paths might be slightly different for you.

rm -fr ~/.vscode*
rm -fr ~/Library/Application\ Support/Code/

rm -fr ~/Library/Saved\ Application\ State/com.microsoft.VSCode.savedState/
rm -fr ~/Library/Preferences/com.microsoft.VSCode.helper.plist 
rm -fr ~/Library/Preferences/com.microsoft.VSCode.plist 
rm -fr ~/Library/Caches/com.microsoft.VSCode
rm -fr ~/Library/Caches/com.microsoft.VSCode.ShipIt/

4. Reinstall VSCode