You need to store that input-values somewhere, in a list for example. A concise way to achieve what you want would be:
playernames = [input('What is your name? ') for _ in range(players)]
You could also use a dictionary to map the string 'player_nr_X' to the playernames like this:
playernames = {'player_nr_' + str(i + 1) : input('What is your name? ') for i in range(players)}
Of course, you could also simply use integer keys in your dictionary.
Demo:
>>> players = 3
>>> {'player_nr_' + str(i + 1) : input('What is your name? ') for i in range(players)}
What is your name? 'bob'
What is your name? 'alice'
What is your name? 'jeff'
{'player_nr_1': 'bob', 'player_nr_2': 'alice', 'player_nr_3': 'jeff'}