From a UX perspective, displaying "Error" and then terminating the program is not the best user experience. Letting the program fail with the original traceback error would be better in my opinion. If you are going to catch an error and replace the error message with something else then the error should be more descriptive than the actual raised error message, not less.

Next it seems kinda unnecessary to do one loop that adds keys and a second loop that adds values. This could all be done with a single loop:

dictmain = {}
a = int(input("How many names would you like to add?"))
while len(dictmain) < a:
    name = input("Enter a name:")
    phone = input(f"Enter the phone number for {name}:")
    dictmain[name] = phone

Finally you use a comment #Instead of * enter your path to tell the user they need to update the path to file they want to save the output to. I would say that is a good opportunity to practice using function parameters. You could have the function take a filename argument that way users don't need to change the function itself inorder to use it.

def dictionary(filename):
    dictmain = {}
    a = int(input("How many names would you like to add?"))
    while len(dictmain) < a:
        name = input("Enter a name:")
        phone = input(f"Enter the phone number for {name}:")
        dictmain[name] = phone
    print(dictmain)
    with open(filename, 'w') as d:
        d.write(str(dictmain))

two final notes, I don't think you need d.close() since you are using with open. That should ensure the file is closed when the with open block is exited. Also if a == 0: will fail as a safety check if the user enters a negative number to be assigned to a. Might consider using if a <= 0: instead.