1. "Anonymous function converted to a void returning delegate cannot return a value"

    Code:
                mySql.Query(sql, connection, list =>
                {
                    var sb = new StringBuilder();
                    foreach (var entry in list)
                    {
                        sb.AppendFormat("{0}", entry["steamid"]);
                    }                string playerID = sb.ToString();
                    return playerID;
                });
    
     
  2. If your function is called "Name" change your function from: "void Name() {" to "string Name() {"

    Void functions do not return values, where as that code returns a string, so your function needs to be of type string.