Instagram seems to have copied a Snapchat security feature, which will help protect your privacy. The app will notify you if someone gets a screenshot of your temporary personal messages.
The new feature of Instagram is said to only work for new temporary instant messages that come with the latest major update to the application.
Although it is a simple copy-paste from Snapchat, the new feature is a welcome addition. The reason that comes to temporary instant messages is self-evident. Those who send such messages want to keep them private. this is also temporary.
Of course, this will not stop someone trying to get a screenshot from another device, say a camera, but it is at least a disincentive to those who get the idea and have their mobile device only.
At this time, it's unclear whether this feature will be available to anyone, or just to iOS users, who are currently showing some testing.