Why does it say that module pygame has no init member?

Summarizing all answers.

This is a security measure to not load non-default C extensions.

  1. You can white-list specific extension(s).

    Open user settings and add the following between {}:

    "python.linting.pylintArgs": [
        "--extension-pkg-whitelist=extensionname" // comma separated
    ]
    
  2. You can allow to “unsafe load” all extensions.

    Open user settings and add the following between {}:

    "python.linting.pylintArgs": [
        "--unsafe-load-any-extension=y"
    ]
    

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