Can't delete file

Hi,

I was taking a screenshot during a movie on my computer today and when I went to go preview it, it wouldn't open. It won't let me view the get info bit or when I try and delete it, it says

The location of the file is on my destop. I can only see that the file is there when I'm looking directly at my desktop. If only the destop tab in my finder, it shows nothing.

Thanks in advance!

-Ebony