Depending on if you want to capture a specific game/window/program, then "window capture" would be the best way to go.
If it's just the desktop with whatever is on it, then used "desktop capture".
Be aware however, using desktop capture is the least effecient way of capturing, and would be best served as a mean of making tutorials etc.
Sidenote, it's a good idea to make a completely new scene with just the desktop capture and whatever else you need. Try not to mix too many sources like multiple instances of window captures, and game captures, as it might hurt performance.