Sorry, it's unclear to me what you are describing. To select a screen saver, go to System Settings > Wallpaper and click the Screen Saver button.

You can select a wide range of options in that settings pane.
More info: Change Screen Saver settings on Mac - Apple Support
Personally, I use my own photos in one of the albums in my Photos app:

However, I can also set it to any of the other options, for example the new Golden Gate screen saver, and that works fine.

If things are not working as expected, then have you rebooted your Mac? If not, that's the first step. If that does not help, then see if the problem is present when you boot in safe mode. That process performs some system cleanup and clears caches, and also disables 3rd party extensions that may cause problems.
Start up your Mac in safe mode - Apple Support
If that does not correct the issue, test in a new user account. A newly-created user account will have all settings at default, and if the issue does not occur in that new account then it provides guidance on what may need to be changed to correct the issue.
Add a user or group on Mac - Apple Support
Once the testing is complete, the new account can easily be deleted.
Delete a user or group on Mac – Apple Support
Those steps will help to isolate the problem.
It might help to download and run EtreCheck, written by a long-time forum member. The free version is fine. Post the full report using the Additional Text button. No personal information is revealed.
