How do I check if a player is holding a key or not?

I've been confused.

local UserInputService = game:GetService("UserInputService")

UserInputService.InputBegan:Connect(function(input, gameProcessedEvent)
    if input.UserInputType == Enum.UserInputType.Keyboard then
        if input.KeyCode == Enum.KeyCode.LeftShift then
            game.Players.LocalPlayer.Character.Humanoid.WalkSpeed = 25
            print("Computer Leftshift was pressed!")
        elseif input.KeyCode == Enum.KeyCode.RightShift then
            game.Players.LocalPlayer.Character.Humanoid.WalkSpeed = 25
            print("Computer RightShift Was Pressed")
            end
        end
    end
end)

local UserInputService = game:GetService("UserInputService")

UserInputService.InputBegan:Connect(function(input, gameProcessedEvent)
        if input.KeyCode == Enum.KeyCode.LeftShift then
            game.Players.LocalPlayer.Character.Humanoid.WalkSpeed = 25
            print("Computer Leftshift was pressed!")
        elseif input.KeyCode == Enum.KeyCode.RightShift then
            game.Players.LocalPlayer.Character.Humanoid.WalkSpeed = 25
            print("Computer RightShift Was Pressed")
    end
end)

The above code is a fixed version of your code, theres also another method of checking what key a player has held down:

UserInputService:IsKeyDown(Enum.KeyCode.KeyHere)

This can be useful for loops and other stuff