Normally Python throws NameError if the variable is not defined:
>>> d[0]
Traceback (most recent call last):
File "<stdin>", line 1, in <module>
NameError: name 'd' is not defined
However, you've managed to stumble upon a name that already exists in Python.
Because dict is the name of a built-in type in Python you are seeing what appears to be a strange error message, but in reality it is not.
The type of dict is a type. All types are objects in Python. Thus you are actually trying to index into the type object. This is why the error message says that the "'type' object is not subscriptable."
>>> type(dict)
<type 'type'>
>>> dict[0]
Traceback (most recent call last):
File "<stdin>", line 1, in <module>
TypeError: 'type' object is not subscriptable
Note that you can blindly assign to the dict name, but you really don't want to do that. It's just going to cause you problems later.
>>> dict = {1:'a'}
>>> type(dict)
<class 'dict'>
>>> dict[1]
'a'
The true source of the problem is that you must assign variables prior to trying to use them. If you simply reorder the statements of your question, it will almost certainly work:
d = {1: "walk1.png", 2: "walk2.png", 3: "walk3.png"}
m1 = pygame.image.load(d[1])
m2 = pygame.image.load(d[2])
m3 = pygame.image.load(d[3])
playerxy = (375,130)
window.blit(m1, (playerxy))