I Have A Problem! How To Detect When A Player Moves?

You can use the humanoid Running event in order to detect player movement.

game.Players.LocalPlayer.Humanoid.Running:Connect(function(speed)
    if speed > 2 then -- it's better to use something greater than zero
        print("the player is now moving")
    else
        print("the player has stopped")
    end
end)

Note that this is a client sided script, it's meant to go in a LocalScript.