Two possibilities:
(A) The caption has quotes in it. If so, go back to Library and delete the quotes.
(B) Your text template in the Slideshow module has the quotes.
If it's not (A), try this:
(1) In the Slideshow module, click on the caption displayed with your image.
(2) In the toolbar, you should now see a text box showing your caption. To its left should be the word "Caption", though it could be something else. Click on that and select "Edit..." from the bottom of the context menu.
(3) In the white text box near the top of the template editor, it should say Caption (on a Mac, it's in a blue oval). Are there quotes around it? If so, delete the quotes and click Done.
If not, I have no other guesses.