I'm gonna go out on a limb here...
Let's suppose that at some time you came across the following (correct) tip:
There's a hidden setting to determine what file format Screen Capture uses for the files it creates. The default is PNG, but you can change it by entering the following Terminal command:
defaults write com.apple.screencapture type string
Just replace string with the desired format, one of pdf, png, jpg, or tiff.
Let's further suppose that you typed that in, but forgot to replace the word "string". I imagine you'd get exactly that error message, since "string" is not one of ScreenCapture's supported file formats.
You can see if something like this has happened by entering:defaults read com.apple.screencapture type
and/or revert to the default file format with:defaults delete com.apple.screencapture type
Just a thought. I'm gonna come in off that limb now.