I started noticing when putting pressure on pedaling (Usually when shifting gears) it takes a second before my chain catches. That being said there is a brief delay before I can regain my pedal stroke, also the transfer from one gear to another is not smooth, Pretty sure this just started recently. Its not terribly horrible but a little annoying.

I was thinking maybe my chain needed to be tightened but I'm not exactly sure....

Is the a derailleur system or an internal hub gear? In either case, it appears that a pawl in the ratchet mechanism may be sticking. If you have a freehub or freewheel, flush the mechanism with solvent to loosen things up, then relubricate. If you have an internal hub gear with an oil port, you can flush it out through the oil port. If it's an internal hub gear without an oil port it will need to be opened up and cleaned.

Your description could use a few more details. I'd be curious if your chain is 'skipping' over the teeth of your cassette. If it is, then that would indicate a worn chain and/or cassette.

What type of bike? How many speeds? Type of rear wheel? Not enough info.