How do I fix my first python code? Name error, class name not defined

Python is strict about indenting so in order to make this work correct your class with following indentation:

class TeamClass(object):
    name = ""
    jersey = ""
    number = ""

You probably need to 4-space indent all lines below the class TeamClass(object) line until the def menu(self): line since all of those functions seem to be TeamClass's methods. Although menu(self) might seem like a class method since it has self in the argument but I don't think that was the case since menu was called directly on line menu_selection = menu(object)

class TeamClass(object):
    name = ""
    jersey = ""
    number = ""

    def __init__(self, name, jersey, number):
        self.name = name
        self.jersey = jersey
        self.number = number

    def set_name(self, name):
        self.name = name

    def set_jersey(self, jersey):
        self.jersey = jersey

    def set_number(self, number):
        self.number = number

    def get_name(self):
        return self.name

    def get_jersey(self):
        return self.jersey

    def get_number(self):
        return self.number

    def display_team_roster(self):
        print("Player")
        print("Name: ", self.name)
        print("Jersey: ", self.jersey)
        print("Phone Number: ", self.number)
        print("-------------")

def menu(self):
    print("")
    print("<<<<<Main Menu>>>>>")
    print("1. Display Team Roster")
    print("2. Add Team Member")
    print("3. Remove Team Member")
    print("4. Edit Team Member")
    print("9. Exit Program")
    selection = int(input("Enter a menu number or 9 to exit: "))
    print("")
    return selection

def display_roster(roster):
    if len(roster) > 0:
        for x in roster.keys():
            roster[x].display_team_roster()
    else:
        print("Roster is empty")

def add_member(roster):
    new_member = input("Enter new member: ")
    new_jersey = input("Enter jersey#: ")
    new_number = input("Enter phone number: ")
    roster[new_member] = TeamClass(new_member, new_jersey, new_number)
    return roster

def del_member(roster):
    del_member = input("Which member would you like to remove?: ")
    if del_member in roster:
        del roster[del_member]
        print(del_member, "has been removed")
    else:
        print(del_member, "was not found")
        return roster

def edit_member(roster):
    existing_member = input("Which member would you like to edit? ")
    if existing_member in roster:
        new_member = input("Enter new members name: ")
        new_jersey = input("Enter new jersey#: ")
        new_number = input("Enter new phone number: ")
        roster[existing_member] = TeamClass(new_member, new_jersey, new_number)
        print(existing_member, "has been changed to", new_member)
    else:
        print(existing_member, "was not found")
        return roster

print("")
roster = {}
menu_selection = menu(object)
while menu_selection != 9:
    if menu_selection == 1:
        display_roster(roster)
    elif menu_selection == 2:
        roster = add_member(roster)
    elif menu_selection == 3:
        roster = del_member(roster)
    elif menu_selection == 4:
        roster = edit_member(roster)
        menu_selection = menu()
print("Exiting program")

You missed a spaces there you need to add spaces in your name and jersey and number

Try This:

class TeamClass(object):
    name = ""
    jersey = ""
    number = ""