Where does the screenshot go when I'm using macOS Monterey?

Shinehah wrote:

The used to go to my Desktop and the file would start with "Screenshot", then the date and time that it was taken.

Shift Command 5 >Options make changes

https://support.apple.com/guide/mac-help/take-a-screenshot-or-screen-recording-mh26782/mac

In macOS Mojave or later, you can change the default location of saved screenshots from the Options menu in the Screenshot app. You can also drag the thumbnail to a folder or document.