from math import sqrt

class Hero:

    coordinate = []

    def step_forward(self):
        self.coordinate[0] = self.coordinate[0] + 1
        return self.coordinate

hero = Hero()

enemy_hero = Hero()

hero.coordinate = [0, 0]

enemy_hero.coordinate = [20, 0]

while True:

    distance = sqrt( (enemy_hero.coordinate[0] - hero.coordinate[0])**2 + (enemy_hero.coordinate[1] - hero.coordinate[1])**2)

    hero.coordinate = hero.step_forward

Traceback (most recent call last):
  File "<stdin>", line 21, in <module>
    distance = sqrt( (enemy_hero.coordinate[0] - hero.coordinate[0])**2 + (enemy_hero.coordinate[1] - hero.coordinate[1])**2)
TypeError: 'method' object is not subscriptable

hero.coordinate = hero.step_forward

hero.coordinate = hero.step_forward()

class Hero:
    def __init__(self, coordinate)
        # Если вы будете использовать один и тот же список с координатами для разных объектов, лучше при инициализации делать копию списка с помощью list
        self.coordinate = list(coordinate)

    def step_forward(self):
        self.coordinate[0] = self.coordinate[0] + 1

hero = Hero([0, 0])

enemy_hero = Hero([20, 0])

while True:

    distance = sqrt( (enemy_hero.coordinate[0] - hero.coordinate[0])**2 + (enemy_hero.coordinate[1] - hero.coordinate[1])**2)

    hero.step_forward()

class Hero:
    def __init__(self, coordinate)
        self.coordinate = list(coordinate)

    def step_forward(self):
        self.coordinate[0] = self.coordinate[0] + 1

    def distance(self, other):
        return sqrt( (other.coordinate[0] - self.coordinate[0])**2 + (other.coordinate[1] - self.coordinate[1])**2)

while True:
    distance = hero.distance(enemy_hero)
    hero.step_forward()