You can initialize a reference only during its construction, so if it is a member you must do it in the initializer list:
World::World() :
GameWindow(sf::VideoMode(800,600,32),"Space Snapper", sf::Style::Close,sf::WindowSettings(8,24,2)),
Input(GameWindow.GetInput())
{
std::cout<<"World Created !" << std::endl;
}
Make sure that GameWindow is declared before Input in your class definition, otherwise it won't work.