Creating Linked Server - Impersonation of Windows Authentication
Check to see if service account on source server is trusted for delegation. If it is not, enable it. You can identify which account needs this setting with the following query

SELECT servicename,service_account FROM sys.dm_server_services WHERE filename LIKE '%sqlservr.exe%'; 


you can do so via powershell

Get-ADUser serviceaccount -Properties trustedfordelegation|select trustedfordelegation
Set-ADUser -Identity serviceaccount -TrustedForDelegation $true


or with AD users and computers: on the properties of service account, delegation tab.
 

A restart of SQL Server may be required after making this change.