why the function does not activate?

I put this script in a GUI. My problem is that the 'Game.Players.PlayerAdded' function (line 1) is not activated, while the print ('Hello World), in line line 4 works normally. Does anyone know why this is happening?

game.Players.PlayerAdded:Connect(function(plr)
	print(plr.Name)
end)
print('Hello World')