Making A saving System For My Clicker Game And An Error Message Keeps On Popping Up Can You Help???

You didn't load the data from the Data Store using DataStore:GetAsync(). I recommend using DataStore:UpdateAsync() instead of DataStore:SetAsync(), but you should never use DataStore:UpdateAsync() when you're using a leaderboard or OrderedDataStore. I made some changes and added new stuff to ensure your data is safe and working.

local Players = game:GetService("Players")
local runService = game:GetService("RunService")
local dataStoreService = game:GetService("DataStoreService")
local clicksDataStore = dataStoreService:GetDataStore("Clicks")

local function waitForRequestBudget(requestType)
    local currentBudget = dataStoreService:GetRequestBudgetForRequestType(requestType)
    while currentBudget < 1 do
        currentBudget = dataStoreService:GetRequestBudgetForRequestType(requestType)
        task.wait(5)
    end
end

function loadData(player)
    local playerUserId = "player_" .. player.UserId

    local leaderstats = Instance.new("Folder", player)
    leaderstats.Name = "leaderstats"

    local clicks = Instance.new("IntValue", leaderstats)
    clicks.Name = "Clicks"

    local success, result
    repeat
        waitForRequestBudget(Enum.DataStoreRequestType.GetAsync)
        success, result = pcall(clicksDataStore.GetAsync, clicksDataStore, playerUserId)
    until (success and result) or (not Players:FindFirstChild(player.Name))

    clicks.Value = result or 0
end

function saveData(player, dontWait)
    local playerUserId = "player_" .. player.UserId
    local leaderstats = player:FindFirstChild("leaderstats")
    local clicks = leaderstats:FindFirstChild("Clicks")

    local success, err
    repeat
        if not donWait then
            waitForRequestBudget(Enum.DataStoreRequestType.UpdateAsync)
        end
        success, err = pcall(clicksDataStore.UpdateAsync, clicksDataStore, playerUserId, function()
            return clicks.Value
        end)
    until success
end

for _, player in ipairs(Players:GetPlayers()) do
    coroutine.wrap(loadData)(player)
end

Players.PlayerAdded:Connect(loadData) -- when the player joins
Players.PlayerRemoving:Connect(saveData) -- when the player leavs
game:BindToClose(function() -- when the game is shutting down
    if runService:IsStudio() then
        task.wait(2)
    else
        local finished = Instance.new("BindableEvent")
        local allPlayers = Players:GetPlayers()
        local leftPlayers = #allPlayers

        for _, player in ipairs(allPlayers) do
            coroutine.wrap(function()
                saveData(player, true)
                leftPlayers -= 1
                if leftPlayers == 0 then
                    finished:Fire()
                end
            end)()
        end

        finished.Event:Wait()
    end
end)

This script is based from this DevForum post.