Turn the integer to a string explicitly then:

 players["player_" + str(x)] = Player(input("Name"), input("Starting Wealth"), x)

or use string formatting:

 players["player_{}".format(x)] = Player(input("Name"), input("Starting Wealth"), x)

You cannot just concatenate a string (player_) and an integer (the number between 0 and Player_count) referenced by x.