If you play base wars you should know what I mean. How would I create a part or change a property that is only visible to a certain client? Base wars has things like "part" explosions you can turn on and off, and for a while they had FPS arms you could turn on and off, and you have night vision which changes the clients lighting to a dark green.
There are two methods, and the first is a lot easier.
1) Filtering
When Workspace.FilteringEnabled is true, you can use LocalScripts to control client-side visual effects without having anything show up on the Server. This also applies to changes to Lighting. No changes are replicated, as far as I know.
2) PlayerGui/Camera parenting.
Whether or not Filtering is enabled, children of the Player's PlayerGui or Workspace.CurrentCamera are not replicated to the Server. This only applies to bricks, however. To get client-specific Lighting changes to work, you'll have to employ a clever hack involving latency, which you can examine here!.
You will have to use LocalScripts for all of this, obviously.