So the script is suppose to send an InvokeServer which it sends fine but here's the error when it receives:
The error:
attempt to concentrate local 'Player' (a userdata value)
Receiving Script:
function RemoteSaveAll.OnServerInvoke(Player)
if Player then
end
end
Sending Script (LocalScript):
SaveData = function(Player)
SaveEvent:InvokeServer(Player)
end
-- Some function elsewhere in the script.
local Player = game.Players.LocalPlayer
SaveData(Player)

4 comments
Which line in your script does the output say the error is at, and if it isn't already here could you edit it in?
The functions that I have put in.
You don't need to pass the player as the first argument of InvokeServer. InvokeServer automatically passes the player as its first argument.
As for the error: Concatenation is usually the operation which involves the combining of two strings. In Lua, the operator for this is ".." (e.g. print("Hello, ".."World!") will print out the two strings combined: "Hello, World!"). What you're probably trying to do is combine the player object with a string value. Are you sure you're showing us the right code?