I think the for loop should be done differently. Incrementing on each iteration sounds weird to me even if it's working.

# TODO Create an empty list to maintain the player names
team = []

# TODO Ask the user if they'd like to add players to the list.
answer = input('Want to add players to the list? yes/no \n')
# If the user answers "Yes", let them type in a name and add it to the list.
while answer.lower() == 'yes':
    player = input('Tell me the player name please \n')
    if player:
        team.append(player)
        answer = input('Want to add MORE players to the list? yes/no \n')

    else:
        print('Please type a name. I got an empty name')

# If the user answers "No", print out the team 'roster'
print("The team is: {}".format(team))
# TODO print the number of players on the team
team_size = len(team)
print("The team has {} players".format(team_size))
# TODO Print the player number and the player name
# The player number should start at the number one
for index in range(team_size):
    print('Player {}: {}'.format(index + 1, team[index]))
    # or
for key, val in enumerate(team, start=1):
    print('Player {}: {}'.format(key, val))

# TODO Select a goalkeeper from the above roster
# TODO Print the goal keeper's name
# Remember that lists use a zero based index
try:
    goalkeeper = team[1]
except IndexError as err:
    print('No goalkeeper set. There are only {} members in the team'.format(team_size))
else:
    print('The goalkeeper will be {}'.format(goalkeeper))