Screenshot Issue

When you take a screenshot on Mac, it does the thing where it shows you in the bottom right what you just screenshotted. But recently I've had an issue where when I take a screenshot (doesn't matter which type), instead of showing me the preview int the corner, it opens it up fully and asks where I want to save it. It will also pop up with the file selection screen, and if I click open, it opens every single file I have on my device that it can link to from my desktop.

The picture I will attach is just what happens directly after I try to take a screenshot. It's hard to show it opening all my files.

Does anyone know what could be causing this? I am on macOS Mojave 10.14.4