or this

import java.awt.*;
import java.awt.event.KeyEvent;
import java.awt.event.KeyListener;
import java.applet.*;

public class Game extends Applet implements KeyListener {

    Player player;
    private int speed = 50;
    @Override
    public void init() {
    	this.setSize(500,500);
        player = new Player(getImage(5));
        addKeyListener(this);
        setFocusable(true);
        requestFocusInWindow();
    }

    @Override
    public void paint(Graphics g) {
        player.paint(g);
    }

    public Image getImage(int size) {
        Image img = createImage(size,size);
        Graphics g = img.getGraphics();
        g.setColor(Color.RED);
        g.fillRect(0,0,size,size);

        g.dispose();

        return img;
    }

    @Override
    public void keyTyped(KeyEvent e) {
        return;
    }

    @Override
    public void keyPressed(KeyEvent e) {
        switch (e.getKeyCode()) {
            case KeyEvent.VK_LEFT:
                player.x -= speed;
                break;
            case KeyEvent.VK_RIGHT:
                player.x += speed;
                break;
            case KeyEvent.VK_DOWN:
                player.y += speed;
                break;
            case KeyEvent.VK_UP:
                player.y -= speed;
                break;
        }
        repaint();
    }

    @Override
    public void keyReleased(KeyEvent e) {
        return;
    }
}