Here is the solution from caljos:
On line 69 till 73 in wp-content/plugins/really-simple-captcha.really-simple-captcha.php the temperary files are set to closed permissions, so they can’t be deleted afterwards. So I changed the permision to:
/* Mode of temporary image files original:0444 */
$this->file_mode = 0777;
/* Mode of temporary answer text files Original:0440 */
$this->answer_file_mode = 0770;
It works for me locally (this issue only exists for local host, no issue with my Hostgator hosting site)
