How do I do when both pressed on UserInputService?

local shift = false
game:GetService("UserInputService").InputBegan:connect(function(input)
	if action ~= "none" then return end -- If there is a current action then just stop the function
	if input.KeyCode == Enum.KeyCode.W and shift then
		player.Character.Humanoid.WalkSpeed=21
		action = "sprint"
	elseif input.KeyCode == Enum.KeyCode.LeftShift then
		shift = true
	end
end)

game:GetService("UserInputService").InputEnded:connect(function(input)
	if action == "none" then return end -- If there is no current action then just stop the function
	if input.KeyCode == Enum.KeyCode.W then
		player.Character.Humanoid.WalkSpeed=16
		action = "none"
	elseif input.KeyCode == Enum.KeyCode.LeftShift then
		shift = false
	end
end)

What you need to do was set a boolean value 'shift' to false and when pressing LeftShift, set it to true. That is because you tried to check if the input was both W and LeftShift but it can only check that one thing, not all current keys being held. I also added an ended event but if this isn't what you had planned you can remove it.