What you're experiencing is called "Screen Burn-in"
It is not a software problem, it is a Hardware problem (won't show up in screenshots but in person shows fine)
If you live in the US You have 2 options if your phone is still under warranty, you have Samsung Stores (NJ and NY I believe) and the other store I think is UbreakiFix... not 100% sure but if that is the store they fix for free if under warranty or around $100-$200 if no warranty