If you don't know what you're doing, it is simple to create a place that is vulnerable to exploits. What are the most common exploits and how can you protect against them?
Well the most common exploits would be using cheat engine to change numbers. This is dangerous if your game uses datastores and saves the data from the ones that have been changed, giving them.. well.. loads of points or whatever you have.
To protect against this, use server side scripts to control the clients variables, and when it comes to data storing them use the server scripts values and NOT the clients values, so they cannot be manipulated.
Checkout Christbru01's Services. It bans all known exploiters and you can control who is banned. He also has a remote admin which you can ban or run commands from his website.
Look up Christbru01 on people search on roblox.
ROBLOX's chat is exploitable, you could use a custom chat to prevent exploiting.