Perform various actions on a list
Suggestions:

Most of your lambdas are unnecessary wrappers around perfectly fine functions, so I'd just use the latter instead.
The list in (*list(map(...))) is unnecessary, just unpack the iterable that map gets you.
There's nothing else in your code, so importing it doesn't give you anything, so you'd just run the script, so if __name__ == '__main__': is rather pointless.
I'd read the number of commands only when I need it, not early.
I find my_list unnecessarily verbose, a commonly used name is lst.
Indent the dict arguments by the standard four spaces instead of eight.
So, rewritten:

lst = []

commands = dict(
    insert=lst.insert,
    print=lambda: print(lst),
    remove=lst.remove,
    append=lst.append,
    sort=lst.sort,
    pop=lst.pop,
    reverse=lst.reverse
)

for _ in range(int(input())):
    command, *args = input().split()
    commands[command](*map(int, args))

As shown in some other solutions in the discussion, we can use getattr instead of building our own dict serving pretty much the same purpose. I didn't see anyone using its default parameter, though, which can neatly cover the print command:
lst = []
for _ in range(int(input())):
    command, *args = input().split()
    getattr(lst, command, lambda: print(lst))(*map(int, args))