Time Machine on MacBook Pro will not open

I would like to use Time Machine to back up to my Synology NAS wirelessly. I have the NAS set up and I can transfer files back and forth between my mac and the NAS so no problems with connections.

But, when I click on Time Machine on my mac (running Mojave 10.14.4) I get a screen that just shows a series of cascaded Finder Windows. There is no Time Machine banner or anything to click on. If I close the Finder Window then everything goes away. I cannot figure out how to actually get to the Time Machine application.

Can anyone tell me what I am doing wrong or not doing? I can't even get past clicking on Time Machine.