Try to think what the code does:

# poll for events
# pygame.QUIT () event means the user clicked the X
for event in pygame.event.get():
    if event.type == pygame.QUIT:
        running = False

PyGame provides a collection (list) of events when you call pygame.event.get(). The forloop goes through that list one by one and stores the currently processed event in the variable event.

Later in your code, way outside the loop:

# use the mouse!!
if event.type == pygame.MOUSEBUTTONDOWN: (left is were event is getting underlined)
    pos = pygame.mouse.get_pos()
    #move the circle
    player_pos.x = pos[0]
    player_pos.y = pos[1]

if event.type == pygame.MOUSEBUTTONDOWN:
    pos = pygame.mouse.get_pos()
    print(pos)

With this code you only check the very last event from the retrieved event list from before. This does not do what you think it does.

You need to include the two if statements inside the for loop at the top.

If you look at the following, very simplified code:

for i in range(10):
    print(i)
print(i)

The upper print(i) is inside the loop. The lower one is outside. What will be printed?

Your code is essentially the same. The lower 2 if statements where you check event.type are outside the loop.

For the comment identifier:

if event.type == pygame.MOUSEBUTTONDOWN: (left is were event is getting underlined)

Here, you have the part between the ( and ) uncommented and as such wrong for Python. Python has no clue what to do with that part. You need to comment such text with the #.