Why cant i give this script to my character? Its simple, i'm just trying something and i need this to work.

using UnityEngine;

public class ExampleClass : MonoBehaviour
{
public float thrust = 1.0f;
public Rigidbody rb;
public GameObject Blue_Player;

void Start()
{
    rb = GetComponent<Rigidbody>();
}

void FixedUpdate()
{
    if (Input.GetKeyDown(KeyCode.W))
    {
        rb.AddForce(transform.forward * thrust);
    }
}

}

Have you tried attaching the script to the gameObject?