Other games
Many programmers have made small games in Python to practice their programming skills. To start with, you can look at some other games that people have made and posted on the pygame website. Navigate to http://pygame.org/tags/pygame, and view some of the contributions people have made.
PB-Ball
PB-Ball is a basketball game that uses pygame and adds classes and objects. When you navigate to the project page, you will see a few different links to the code. The following links will help you find the game and look at the code. When you look at the code, you will notice that there are folders for images and sounds. So, there are many new skills to learn in order to create a game that has a more complicated background. Here is a screenshot along with some links to the game so that you can look at the code and learn it:
Note
Here's the link to the PB-Ball game:
http://pygame.org/project-PB-Ball-2963-.html
Here is a link to the main code, including two classes and source: