When you try to make a screenshot in Windows, the screen is captured with a delay.
Most probably that is because you have a delay set in Snipping Tool. Change the delay to 0, so that the screenshot will be captured immediately after you press the Print Screen button. Fun fact is that the delay exists even if you don’t use Snipping Tool. Alternatively, you may press Win+Print screen combined, this automatically captures screen and saves the image to Screenshots folder in Picture library of current user Documents folder. This works in Windows 8 and above.