Try right-clicking the Game Capture source in the Sources list, go to Transform, Reset Transform. Then go back to Transform, Fit to Screen.
In your screenshot there are no red 'corner handles' visible, which usually means the source is somewhere off-screen (which can happen sometimes for some reason). The above should get it back.
If not, which game are you trying to capture? Some cannot be captured with a Game Capture for various reasons, some need to be Window Captured instead, or even Display Captured (though that should only be used as a last resort, as it is the worst-performing and most conflict-prone capture method).