How Do i make a script when a player says a word it says Hello etc to the player on the screen?

What the client sees on their screen is found in PlayerGui. The descendants of StarterGui are replicated to PlayerGui.

local player = game.Players.LocalPlayer
local pgui = player:WaitForChild('PlayerGui')

wait()

player.Chatted:Connect(function(msg)
        pgui.ScreenGui.Frame.TextLabel.Text = 'Hello '.. player.Name
end)