DepressionSensei is correct. You already have the player, passed down as "plr". Finding the player would only cause problems, compared to directly affecting the player (because you already have him/her as "plr" when they join). On another note, you cannot set a IntValue to true or false. A "IntValue" stands for "Integer Value" which is commonly received as a number value. A BoolValue, or sometimes called a boolean, is a True or False value. Your code can check the value and act depending on whether it is true or false.
game.Players.PlayerAdded:connect(function(plr)
local OwnsTycoon = Instance.new('BoolValue', plr)
OwnsTycoon.Value = false
OwnsTycoon.Name = 'OwnsTycoon'
end)
I simply explained the same thing DepressionSensei did.