When someone makes something creative (like art, a story, music, a film, a TV show, a video game) then they have copyright for it. This allows them to choose who else can use what they have created and protects them from others using it without permission.
Photos, videos, music and screenshots from TV, film and video games can usually not be used in your own work without permission.
Without copyright, people would not get the credit for the things they have created – someone could take it and pretend it was their work instead!