Character Is not a valid member of Player?

Hello,

if you are accessing the player from workspace than you don't need player.Character you can just parent the Audio to the Player directly.

if it still doesn't work, what you can do is

local Plr = game.Players.LocalPlayer
local Mouse = Plr:GetMouse()

local Audio = Instance.new("Sound")
	Audio.Parent = Plr
	Audio.SoundId = "9858343944"

Mouse.KeyDown:Connect(function(Key)
	 if Key == "W" then
		Sound:Play()
		playsound()
	end
end)

Mouse.KeyUp:Connect(function(Key)
	if Key == "W" then
		Sound:Stop()
		stopsound()
	end
end)