To correct it, open Start > Settings > Devices > Printers & scanners, uncheck Let Windows manage my default printer, then select your actual printer, click Manage > Set as default, and try printing again. Also, when you open the print window, make sure your physical printer is selected instead of Microsoft Print to PDF or Microsoft XPS Document Writer.
If Windows still asks you to save a file instead of printing, could you please confirm whether this happens in every application or only in a specific program, such as Word or a web browser? Also, what is the brand and model of your printer, and is it connected through USB or Wi-Fi? If possible, please share a screenshot of the window that appears when you try to print, including the selected printer.