Take a moment to create folders for everything in the FileSystem.
Place the correct files into the correct folders.
import all the animations for the player into the Player folder.
Create a new 2D Scene for the Player
Create a CharacterBody2D Node
Create an AnimatedSprite2D Node as a child
We will resolve the issues with the CharacterBody2D and the AnimatedSprite2D
On the AnimatedSprite2D find the Sprite Frames property
Replace the <empty> with New SpriteFrames
Click on the SpriteFrames text
It will open the SpriteFrames window at the bottom