When I evaluate this code on Mathematica,
F[x_,y_]:=x^2-y;
Picaboo[n0_, a0_] := Module[{n = n0, a = a0, i = 1, x, y, s, t},
y[0, x_] := a;
For[i = 1, i <= n, i++, y[i_, x_] := y[0, x] + Integrate[ f[x, y[i - 1, x]], x];];
Print[y[n, x]]; ]
Picaboo[1, 1]
I get:
1 - 1 x$104718+x$104718^3/3
instead of
$1 - x + x^3/3$
I encounter this issue frequently and I don't know what causes it so any help on how to solve it and avoid it is appreciated.

$. Why this happens is explained in theModuledocumentation page, under "Details" (always look under "Details"!!).Module"localizes" its variables by renaming the corresponding symbol in its body to a unique name of the formname$xxxwherexxxis a number unique for this session. – Szabolcs Nov 17 '17 at 19:33picaboo[n_, a_, x_Symbol] := Nest[a + Integrate[f[x, #], x] &, a, n]. Then try e.g.picaboo[3, a, z]– Szabolcs Nov 17 '17 at 19:41