For those who are on windows and were struggling to find an working answer here's mine: pynput.

Here is the pynput official "Monitoring the keyboard" source code example:

from pynput.keyboard import Key, Listener

def on_press(key):
    print('{0} pressed'.format(
        key))

def on_release(key):
    print('{0} release'.format(
        key))
    if key == Key.esc:
        # Stop listener
        return False

# Collect events until released
with Listener(
        on_press=on_press,
        on_release=on_release) as listener:
    listener.join()

The function above will print whichever key you are pressing plus start an action as you release the 'esc' key. The keyboard documentation is here for a more variated usage.

Markus von Broady highlighted a potential issue that is: This answer doesn't require you being in the current window to this script be activated, a solution to windows would be:

from win32gui import GetWindowText, GetForegroundWindow
current_window = (GetWindowText(GetForegroundWindow()))
desired_window_name = "Stopwatch" #Whatever the name of your window should be

#Infinite loops are dangerous.
while True: #Don't rely on this line of code too much and make sure to adapt this to your project.
    if current_window == desired_window_name:

        with Listener(
            on_press=on_press,
            on_release=on_release) as listener:
            listener.join()

I think that the keyboard module is not as good of a choice to hold the key down as @Alderven mentioned, but it is great for detecting key presses instead if that helps your code. I would recommend using pyautogui. For example:

import pyautogui
import time

def accelerate():
    pyautogui.keyDown('w') #holds the key down
    time.sleep(5) #could be replaced with detecting an input
    pyautogui.keyUp('w') #releases the key
    return 0

Note: When you run the program, in the shell, there will not be a bunch of w's being typed as you'd expect, like this: wwwwwwwwwwwwwwwwwww. Instead, at least for me, only one w was pressed. I don't know why this occurs, although I can tell you that the key w is being pressed and this is NOT an error. I know this because I tried playing a game that involved pressing the key w (just an online web browser racing game), and the code worked. If you truly wanted the output "wwwwwwwwwwwwwwwwwwwwwwwwwww", then you can just use pyautogui's write() function:

pyautogui.write("wwwwwwwwwwwwwwwwwwwwwwwwwwwwww")

and there you go. Since you were referring to a racing game that doesn't involve getting a string of w's, this probably doesn't apply to your code.

If you want to wait for a certain input instead of holding down the key for a certain amount of time like I did, you could instead replace this:

time.sleep(5)

with this:

while True:
    if keyboard.is_pressed('del')
    break 

You would have to import the keyboard module for that to work, since pyautogui cannot detect key presses.

Pynput is another great choice of module besides pyautogui, and there are a lot of other great Stack Overflow posts about pyautogui and pynput, so if this solution doesn't work, you should check those out if you haven't already. It would also help if you clarified about the context of the code, as mentioned by @OysterShucker. If it is a racing game AI, why does it need the user to input the del key so the AI knows when to release the w key, and why not automate it? Those are questions that I would recommend answering.

You could also use PyAutoGui to send a virtual key presses.

Here's the documentation: https://pyautogui.readthedocs.org/en/latest/

import pyautogui


pyautogui.press('Any key combination')

You can also send keys like the shift key or enter key with:

import pyautogui

pyautogui.press('shift')

Pyautogui can also send straight text like so:

import pyautogui

pyautogui.typewrite('any text you want to type')

As for pressing the "A" key 1000 times, it would look something like this:

import pyautogui

for i in range(999):
    pyautogui.press("a")

alt-tab or other tasks that require more than one key to be pressed at the same time:

import pyautogui

# Holds down the alt key
pyautogui.keyDown("alt")

# Presses the tab key once
pyautogui.press("tab")

# Lets go of the alt key
pyautogui.keyUp("alt")