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.