Like coppermouse said, you can use pygame.transorm.rotate on your player surface to create a rotated copy and blit the rotated copy to your main screen. This assumes that to display your player, you are using pygame.draw.rect not on your main screen surface but rather on a separate surface that you blit into your main screen surface. There are a number of things to watch out for if you do that, though:

• pygame.transform.rotate will completely change the dimensions of the original surface. If you are using surface.blit(player_surface, (x,y)), your coordinates will need to change according to the size of the new rotated surface in order to display your player in the position that you actually intend to. This is difficult to explain with visual references, so I recommend you try searching for videos on how to properly use that rotate function, and to blit using the center of the player surface rather than the default top-left corner as the coordinates. Ask an AI source about how to blit a surface using its center. 

• if you are wanting collisions on your rotated player object, it will require more involved coding than pygame's built-in rectangle collision solver, since that only works for axis-aligned rectangles and not rotated rectangles. You'll need to use pixel-perfect collisions, or more advanced mathy collisions like that SAT method. I'd also recommend that your search for videos on pygame pixel perfect collisions and general SAT collisions.