Why if I have a
Dictionary<string, MyClass> myDic
No, the short answer is that you cannot apply an indexing to a C#
As Dmitry mentioned in his comment, you can instead use
myDic.Values.ElementAt(0) to retrieve the value, although this may be indicative of misusing a dictionary, particularly since order is not guaranteed.
Typically, the most efficient and valuable way to retrieve values from a Dictionary is by key lookup. This is merely speculation, but it wouldn't surprise me if indexing on the Values Collection was not supported in C# simply to guide you in the right direction and prevent abuse.