Not literally anything. But rule I've learned is, if something fishy happens or is happening, you screencap it. For proof. Or, on FIMFiction, if an author is infamous or has started deleting comments you screen cap yours and others. For safekeeping and to repost a link to ingur of your comment

Or if you see someone talking shit about another user in a chat where the convos disappear after awhile or get pushed up. Good to screencap. That's me though.