So i'm a java student in 9th grade and my code gives me an error i have never encountered before...
time is off the essence, so quick help is loved!:
it says:

Play.java:5: Play is not abstract and does not override abstract method keyReleased(java.awt.event.KeyEvent)
public class Play extends JApplet implements KeyListener, FocusListener, MouseListener   {

and i'll post my code...

import java.awt.*;
import java.awt.event.*;
import javax.swing.*;

public class Play extends JApplet implements KeyListener, FocusListener, MouseListener   {

    private JPanel main, fini, game;
    private CardLayout cards;
    private Container c;
    private int index, max;
    private String player;

    public Play( )   {
        index = 0;
        max = 3;
    }

    public void init( )  {
        c = this.getContentPane();
        cards = new CardLayout( );
        c.setLayout( cards );
        main = new MainPanel();
        main.addMouseListener(this);
        game.addMouseListener(this);
        fini.addMouseListener(this);
        c.add( main, "Greeting" );
        c.add( game, "Game" );
        c.add( fini, "End" );
        c.addFocusListener(this);
        c.addKeyListener(this);
        getContentPane().setBackground( Color.blue );
    }
    public Insets getInsets() {
        return new Insets ( 0, 0, 0, 0 );
    }
    class MainPanel extends JPanel  implements ActionListener     {
        private JLabel name, grade, greeting;
        private JTextField gradeText, nameText;
        private JButton go;

        public MainPanel( )   {
            setLayout(new GridLayout(6, 1));
            greeting = new JLabel("Welcome to the game of Navigate!", JLabel.CENTER);
            this.add(greeting);
            name = new JLabel("Name");
            this.add(name);
            nameText = new JTextField(10);
            this.add(nameText);
            grade = new JLabel("Grade");
            this.add(grade);
            gradeText = new JTextField(10);
            this.add(gradeText);
            go = new JButton("GO!");
            go.addActionListener ( this );
            this.add(go);
        }

        public void paintComponent(Graphics g) {
            super.paintComponent(g);
        }

        public void actionPerformed ( ActionEvent evt ) {
            String command = evt.getActionCommand();
            if ( command.equals( "GO!"))    {
                cards.next(c);
            }
        }
    }

    class Game extends JPanel  implements KeyListener, FocusListener, MouseListener {
        private PlayCell [][] board;
        private int x = 0, y = 0;
        private int numberofbad = 4;
        private boolean done = false, firsttime;
        private PaintPanel canvas;

        public Game( )   {
            canvas = new PaintPanel();
            setContentPane(canvas);
            canvas.setBackground(Color.gray);
            canvas.addFocusListener(this);
            canvas.addKeyListener(this);
            canvas.addMouseListener(this);
            SetUpBoard( );
        }
        public void SetUpBoard( )   {
            x = y = 0;
            numberofbad = 4;
            done = false;
            firsttime = true;
            board = new PlayCell[6][6];
            for ( int i = 0; i < 6; i++ )   
                for ( int k = 0; k < 6; k++ ) 
                board[i][k] = new PlayCell();
            PlaceBadCells( );
        }
        class PaintPanel extends JPanel {
            public void paintComponent(Graphics g) {
                super.paintComponent(g);
                for ( int i = 0; i < 6; i++ )   
                    for ( int k = 0; k < 6; k++ )   
                    board[i][k].drawCell( g,  i * 40 + 117, k * 40 + 17, 36, 36 ); 
                board[x][y].changeToOnCell(  ); 
                board[x][y].changeToCellVisited(  ); 
                board[x][y].drawCell( g,  x * 40 + 117, y * 40 + 17, 36, 36 );
            }
        }
        public void focusGained(FocusEvent evt) {
            firsttime = false;
            canvas.repaint();
        }
        public void focusLost(FocusEvent evt) {
            firsttime = true;
            canvas.repaint();
        }
        public void mousePressed(MouseEvent evt) {
            canvas.requestFocus();
        }   
        public void mouseEntered(MouseEvent evt) { }
        public void mouseExited(MouseEvent evt) { }
        public void mouseReleased(MouseEvent evt) { }
        public void mouseClicked(MouseEvent evt) { }    
        public void keyTyped( KeyEvent e )    {}    
        public void keyPressed( KeyEvent e )    {
            Graphics g = getGraphics();
            int value = e.getKeyCode();
            if ( value == KeyEvent.VK_SPACE )   {
                SetUpBoard ( );
                firsttime = false;
                canvas.repaint ( );
            }
            else if (( value == KeyEvent.VK_RIGHT  || value == KeyEvent.VK_LEFT || 
                value == KeyEvent.VK_UP || value == KeyEvent.VK_DOWN ) && !done ) {
            board[x][y].changeToOffCell(  ); 
            board[x][y].drawCell( g,  x * 40 + 117, y * 40 + 17, 36, 36 ); 
            if ( value == KeyEvent.VK_RIGHT && x < 5 ) 
                x++;
            else if ( value == KeyEvent.VK_LEFT && x > 0 )
                x--;
            else if ( value == KeyEvent.VK_UP && y > 0 )    
                y--;
            else if ( value == KeyEvent.VK_DOWN && y < 5 ) 
                y++;
            board[x][y].changeToOnCell(  ); 
            board[x][y].changeToCellVisited(  );
            board[x][y].drawCell( g,  x * 40 + 117, y * 40 + 17, 36, 36 ); 
            if ( board[x][y].checkForBadCell ( ) || (x == 5 && y == 5) ) {
                done = true;
                DrawFinalBoard(g);
            }
                }
        }
        public void keyReleased( KeyEvent e )   {}
        public void PlaceBadCells( )  {
            int badx, bady; 
            for ( int v = 1; v <= numberofbad; v++ )  {
                badx = (int)( Math.random() * 4 );
                bady = (int)( Math.random() * 4 );
                if ( (badx != 0 || bady != 0) && !board[badx][bady].checkForBadCell() &&
                    (badx != 3 || bady != 3) )  
                board[badx][bady].changeToBadCell(  );
                else
                    v--; 
            }
        }
        public void DrawFinalBoard( Graphics g )  {
            for ( int i = 0; i < 6; i++ )   
            for ( int k = 0; k < 6; k++ )   {
                board[i][k].changeToCellVisited ( );
                board[i][k].drawCell( g,  i * 40 + 117, k * 40 + 17, 36, 36 ); 
                WinOrLoseMessage ( g );
            }
        }
        public void WinOrLoseMessage( Graphics g )  {
            g.setColor ( Color.red );
            Font letters  = new Font("Serif", Font.BOLD, 20);
            g.setFont(letters);
            if ( x == 5 && y == 5 )  {
                g.drawString ( "YOU", 20, 40 );
                g.drawString ( "ARE", 20, 70 );
                g.drawString ( "A", 20, 100 );
                g.drawString ( "WINNER!", 20, 130 );
            }
            else  {
                g.drawString ( "Sorry,",20, 40 );
                g.drawString ( "but",20, 70 );
                g.drawString ( "this",20, 100 );
                g.drawString ( "time",20, 130 );
                g.drawString ( "you",20, 160 );
                g.drawString ( "lost.",20, 190 );
            }
            g.drawString ( "Hit", 460, 40 );
            g.drawString ( "Spacebar", 460, 70 );
            g.drawString ( "to", 460, 100 );
            g.drawString ( "play", 460, 130 );
            g.drawString ( "again.", 460, 160 );
        }
    }
}

this error message is quite self-explanatory

Play.java:5: Play is not abstract and does not override abstract method keyReleased(java.awt.event.KeyEvent)
public class Play extends JApplet implements KeyListener, FocusListener, MouseListener {

You have implements KeyListener and have not (in that class) implemented (i.e. defined) the method

public void keyReleased(KeyEvent e) {
  // your code
}

If you take a close look above, both your "Play" class, and your "Game" class claim to implement a couple of interfaces, but only "Game" actually defines the methods declared in those interfaces.

So should i add all the listener classes after my game class as well as in the game class? [sorry if this is a stupid question, but my teacher never explained these concepts to me]

I think he means you should remove the implements from your Play class.

public class Play extends JApplet {
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