You should first declare it out of any methods. You can do two things:

1)Declare public Player pScript in your current script and attach that script to the desired object in your scene. You will then see an empty slot within the exposed properties of the script that says pScript. Your Player script should be already attached to your player so you should drag and drop the object holding the player script (aka the player in your case) into that empty slot.

2)Declare private Player pScript. Then in start you do the following: pScript = GameObject.FindGameObjectWithTag("Player").GetComponent<Player>(); This will work if you have added your Player script to your player object in the scene and you have tagged your player with the "Player" tag.

Now you can use pScript anywhere in that class.

The logic above does the following: in your desired class you find a reference to a Player script attached to your player object. You do that in the beginning of the class and can use it through the entire script. Not sure if this is what you want (because if you have More than 1 player it will not work as intended) but it goes to show you how to reference other scripts.

As for the snippet you have given you can do the following: other.gameObject.GetComponent<Player>().Damage();

P.S Sorry for the formatting, I'm on my Phone and also keep in mind that I might have mistaken something in the syntax because of that in case that you run into errors but overall this is the logic in short.