What should I do to set a variable in function by user in __name__ == "__main__" in python?

if __name__ == "__main__": 
    my_list = [1,2,3,4,3,5]
    duplicate(my_list)

You have to assign my_list before passing it to duplicate. Outside the loop.

IIUC you need:

def duplicate(any_list):
    cheak = []
    for things in any_list:
        if things not in cheak:
            cheak.append(things)
        else:
             pass
    return cheak

if __name__ == "__main__":
    my_list = [1,2,3,4,3,5]
    duplicate(my_list)

The following code is what you need:

def duplicate(any_list):
    '''remove duplicates from list'''

    cheak = []
    for things in any_list:
        if things not in cheak:
            cheak.append(things)
    return cheak

def mainFun():
    my_list = [1,2,3,4,3,5]
    print(duplicate(my_list))

if __name__ == "__main__":
    mainFun()

Output:

[1, 2, 3, 4, 5]

Note also that the else condition is not required.

A faster implementation and more Pythonic for what you want to do:

def duplicate(any_alist):
    '''remove duplicates from list'''

    return list(set(any_alist))

I have written two types of solution.

1. The duplicate function uses a local variable (func_loc_cheak)(in function scope) and return the content of this local list.

2. The duplicate_glob function uses a global variable (cheak_global) and it doesn't return anything because you can use this global variable without variable assignment.

I have added several print to see the behaviors and differences between the functions.

Code:

cheak_global = []


def duplicate_glob(any_list):
    for things in any_list:
        if things not in cheak_global:
            cheak_global.append(things)


def duplicate(any_list):
    func_loc_cheak = []
    for things in any_list:
        if things not in func_loc_cheak:
            func_loc_cheak.append(things)
    return func_loc_cheak


if __name__ == "__main__":
    # Test lists.
    my_list = [1, 2, 3, 4, 3, 5]
    my_other_list = [8, 9, 0]

    result = duplicate(my_list)
    print("After first function call: {}".format(result))

    result = duplicate(my_other_list)
    print("After second function call: {}".format(result))


    print("Content of 'cheak_global' before function call: {}".format(cheak_global))

    duplicate_glob(my_list)
    print("Content of 'cheak_global' after first function call: {}".format(cheak_global))

    duplicate_glob(my_other_list)
    print("Content of 'cheak_global' after second function call: {}".format(cheak_global))

Output:

>>> python3 test.py
After first function call: [1, 2, 3, 4, 5]
After second function call: [8, 9, 0]
Content of 'cheak_global' before function call: []
Content of 'cheak_global' after first function call: [1, 2, 3, 4, 5]
Content of 'cheak_global' after second function call: [1, 2, 3, 4, 5, 8, 9, 0]