I was told that if u wanted a KeyDown/KeyCode script to be in your game you would have to direct it to everyone in that game. But i've seen a bunch of other games where this isn't true. Here is a script for an Ex.
Player = game.Players.LocalPlayer
Mouse = Player:GetMouse()
Mouse.KeyDown:connect(function(Key)
if Key == "r" then
print("you have pressed r")
end
end)
--note that everyone can press r for "you have pressed r" to appear in the output--
--I know KeyDown is deprecated, so if you have a KeyCode you can do that instead--

3 comments
what do you mean by "only go to a certain player"? like only one player can have the option to press R?
make a variable, if it is true then it goes only to that player.
easy fix ^^