Walls and Ceilings - drywall in window, wet?

I am finishing the drywall around this window. On the inside of the frame the mud is not drying. What the hell does that mean, a water leak????? If so, how do I find where it's coming from? This coming from a woman that knows, ohhh, about "ZERO " about construction. Yet, I have recently learned how to tape, texture, level walls and whatever else I have had to, to get these bedrooms done. Anyway, someone please respond, a.s.a.p.
I will sooo, appreciate it! Thanks.

It might just be too cold to dry. it will dry eventually. How long has it been since you applied it?

Are the windows fogging up? Might want to crack the windows just a bit to allow the excess humidity to escape the room.

Also weather has alot to do with how well mud dries. Cool rainy weather during finishing will prolong things a day or two. And as Coops alluded to temperature is a key factor as well.