Hey ksulliv,
The plugin doesn’t include a popup photo lightbox and so it looks like your theme (or another plugin) is using the ‘Thickbox’ lightbox and adding it to the images in the feed. The intended functionality of the plugin is that it opens the photo in a new tab in Instagram, but your theme or another plugin is trying to (unsuccessfully) open it in the ‘Thickbox’ popup lightbox. You may need to try deactivating your other plugins one-by-one to see whether one of them is adding it (maybe a gallery/photo plugin?) or try switching to a default WordPress theme (TwentyTwelve, TwentyFifteen etc) to see whether it’s part of your theme. If it’s part of your theme then you could check the theme options to see whether you can disable it or try contacting the theme author to see how to disable it.
Hopefully that helps! Just let me know if you have any other questions.
John