It's somewhat difficult to find instructions on how to successfully install Pygame for Python 3 on Yosemite. The front page of the Pygame website has a link which appears to point to installation instructions, but it is broken.
Fortunately, someone posted these instructions on the Pygame wiki:
Firstly, ensure you have the Apple Xcode command line tools installed:
xcode-select --install
Install XQuartz from http://xquartz.macosforge.org/landing/.
Restart your computer so the newly installed XQuartz is used.
Make sure you have homebrew installed:
