The first, USplineComponent is a UActorComponent, you should override the TickComponent method instead of Tick method. Because the Tick method is defined as final in base class of UActorComponent. You can refer the source code of ActorComponent.h for this problem.
Second, you use GENERATED_BODY() macro, so you should define UMySplineComponent::UMySplineComponent() { … } as default constructor. If you want use the UMySplineComponent(const FObjectInitializer& ObjectInitializer) as your constructor, you should use GENERATED_UCLASS_BODY() macro. And you don’t have to declare the constructor with FObjectInitializer in your header file.