What is the ~/.rnd file in openssl and how to generate a new private key with it?

When I tried to run the following command to issue a new private key, which I use to host my web app via SSL:

openssl genrsa -out example.key 2048

the following error occured:

unable to write 'random state'  
e is 65537 (0x10001)

After digging out on the Web, I found a solution, which instructs you to delete the ~/.rnd file, which is likely owned by root.

sudo rm ~/.rnd

However, I found you don't need to delete the ~/.rnd if you issue the openssl command with sudo.

So my question is:

• what is the ~/.rnd and why does it exist in my environment?

• Which is a better way to issue a new private key?