Add a column if it doesn't exist to all tables?

You cannot use variables, like @tableName, in DDL. Besides, splinting the name into part and ignoring the schema can only result in bugs. You should just use the ''?'' replacement in the SQL batch parameter and rely on the MSforeachtable replacement:

EXEC sp_MSforeachtable '
if not exists (select * from sys.columns 
               where object_id = object_id(''?'')
               and name = ''CreatedOn'') 
begin
    ALTER TABLE ? ADD CreatedOn datetime NOT NULL DEFAULT getdate();
end';

You'll need to mix in a bit of dynamic SQL. This should work:

EXEC sp_MSforeachtable '
    declare @tblname varchar(255);
    SET @tblname =  PARSENAME("?",1);
    declare @sql nvarchar(1000);

    if not exists (select column_name from INFORMATION_SCHEMA.columns 
                   where table_name = @tblname and column_name = ''CreatedOn'') 
    begin
        set @sql = N''ALTER TABLE '' +  @tblname + N'' ADD CreatedOn datetime NOT NULL DEFAULT getdate();''
        exec sp_executesql @sql
    end
'