Just put the audio inside of the player and play that audio. This way only you hear the audio but not other players. To put the audio inside of the player, either put the audio in startergui/starterpack or clone and parent it to the player.

Final Product

This one does both, cloning and pasting and also looking for an audio already inside the player.

--Local Script
local audio = Instance.new("Sound")
local name = "Sound1"
local Id = 00000 --SoundId
local plyr = game:GetService("Players").LocalPlayer
if not plyr:FindFirstChild(name) and not plyr:FindFirstChild(name).SoundId = Id then
    audio.Parent = plyr
    audio.SoundId = Id
    audio.Name = name
end

Hope it helps!