How can I get rid of the line following the sprites?

[Mekire]

Two main problems.  You aren't clearing the screen (this is causing the "lines") and you are updating and drawing in the event loop.

Here is a quick rough fix:

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import pygame as pg
import random


BACKGROUND_COLOR = pg.Color("darkslategray")

  
class Player(pg.sprite.Sprite):
    def __init__(self, *groups):
        super(Player, self).__init__(*groups)
        ##self.image = pg.image.load('images/zombie.png')
        self.image = pg.Surface((15,15)).convert()
        self.image.fill(pg.Color("red")) 
        self.rect = pg.rect.Rect((screen_width, (random.randrange(0,screen_height))), self.image.get_size())
        self.dx = -3
        self.pos = random.randrange(0,screen_height)
        
    def update(self):
       self.rect.centerx += self.dx
  
       if self.rect.right < 0:
           self.kill()
  
        
  
class Game(object):
    def __init__(self):
        self.done = False

    
    def main(self, screen):
        clock = pg.time.Clock()
        sprites = pg.sprite.Group()
        self.player = Player(sprites)
  
        while not self.done:
            numberAlien = 5
 
            for event in pg.event.get():
                if event.type == pg.QUIT:
                    self.done = True
                if event.type == pg.KEYDOWN and event.key == pg.K_ESCAPE:
                    self.done = True
 
 
            sprites.update()
            screen.fill(BACKGROUND_COLOR)
            sprites.draw(screen)

            drone = Player()
            if sprites.__len__() < numberAlien:
                self.y = random.randrange(0,screen_height)
                sprites.add(drone)

            pg.display.flip()
            clock.tick(60)
 
if __name__ == '__main__':
   pg.init()
   screen_width = 700
   screen_height = 500
   screen = pg.display.set_mode((screen_width, screen_height))
   Game().main(screen)

Also please look here for an example of a base pygame program:
Pygame Template