GameplayDebuggerProxyHUD is misspelled in the HUDClass under World Settings within the Editor.
Edit MattK: The whole class has the wrong name. It will need to be renamed and redirected
1. Create a new First Person Template
2. Open the World Settings under Window
3. Change the GameMode to 'FirstPersonGameMode' in World Settings
4. Click the dropdown menu for HUD Class
Head over to the existing Questions & Answers thread and let us know what's up.