Capture date/time stamp when case owner changes from queue to user

You need a Workflow with a Field Update Action to do this.
Create a Custom Date/Time field on Case Object
Create a Workflow on Case Object
Evaluation Criteria: Created and everytime its edited (2nd Option)
Rule Criteria: Formula Evaluates to True and the formula is

AND(
ISBLANK(Custom_Date_Time_Field__c),
ISCHANGED( OwnerId ),
LEFT(OwnerId, 3 ) = "005",
LEFT(PRIORVALUE(OwnerId), 3) = "00G"
)

Save and Next
Immediate Acion: Field Update
Field to Update: Custom Date/Time Field
Select formula to update new value and the formula is

NOW()

Save,Done and Activate your workflow Rule.