C++ error: 'Member variable declaration' is not allowed before the Class definition

  1. Move the UMyCharacterMovement to end line.
  2. Move all UMyCharacterMovement's members/functions into class

So your code should be:

#pragma once

#include "GameFramework/CharacterMovementComponent.h"
#include "MyCharacterMovement.generated.h"


class FSavedMove_MyMovement : public FSavedMove_Character
{
public:

    typedef FSavedMove_Character Super;

    ///@brief Resets all saved variables.
    virtual void Clear() override;

    ///@brief Store input commands in the compressed flags.
    virtual uint8 GetCompressedFlags() const override;

    ///@brief This is used to check whether or not two moves can be combined into one.
    ///Basically you just check to make sure that the saved variables are the same.
    virtual bool CanCombineWith(const FSavedMovePtr& NewMove, ACharacter* Character, float MaxDelta) const override;

    ///@brief Sets up the move before sending it to the server. 
    virtual void SetMoveFor(ACharacter* Character, float InDeltaTime, FVector const& NewAccel, class     FNetworkPredictionData_Client_Character & ClientData) override;
    ///@brief Sets variables on character movement component before making a predictive correction.
    virtual void PrepMoveFor(class ACharacter* Character) override;

    uint8 bSavedWantsToSprint : 1;

};

class FNetworkPredictionData_Client_MyMovement : public FNetworkPredictionData_Client_Character
{
public:
    FNetworkPredictionData_Client_MyMovement(const UCharacterMovementComponent& ClientMovement);

    typedef FNetworkPredictionData_Client_Character Super;

    ///@brief Allocates a new copy of our custom saved move
    virtual FSavedMovePtr AllocateNewMove() override;

};

UCLASS()
class UMyCharacterMovement : public UCharacterMovementComponent
{
    GENERATED_UCLASS_BODY()

public:

    friend class FSavedMove_ExtendedMyMovement;

    virtual void UpdateFromCompressedFlags(uint8 Flags) override;

    virtual class FNetworkPredictionData_Client* GetPredictionData_Client() const override;

public:
    UPROPERTY(EditAnywhere, Category = "Sprint")
    float SprintSpeedMultiplier;
    UPROPERTY(EditAnywhere, Category = "Sprint")
    float SprintAccelerationMultiplier;

    ///@brief Activate or deactivate sprint.
    void SetSprinting(bool bSprinting);

    ///@brief Flag for activating sprint.
    uint8 bWantsToSprint : 1;

    ///@brief Override maximum speed during sprint.
    virtual float GetMaxSpeed() const override;
    ///@brief Override maximum acceleration for sprint.
    virtual float GetMaxAcceleration() const override;
};