improving my simple python calculator
A few comments focused less on line-by-line details and more on how to build
better command-line scripts and on simplifying logic.
How do I use this program? Your input() calls
don't tell me what's going on. Help, please.
Users don't enjoy tedious interactions with computers. Would you rather
type a number, press enter, type an operator, press enter, type a number, press
enter ... OR just enter the darn equation? For example:
reply = input('Enter equation: INT OP INT: ')

Users really don't enjoy tedious interactions with computers. With rare
exceptions, sensible command-line programs don't use input() at all -- or at
least not by default. Learn about sys.argv and let your users run your
calculator directly, without forcing them to become best buddies with their
computer. Here's what a command-line usage might look like:
$ python simple-calculator.py 32 + 10
42

Learn about exception handling. Rather than getting bogged down in creating
a data structure holding every possible bad input (very hard, especially if you
consider all conceivable UTF-8 inputs), just try to do the thing you want to do
-- with a safety net.
while True:
    try:
        # Each of these lines could fail. That's OK. Be optimistic!
        s1, op, s2 = reply.split()
        a = int(s1)
        b = int(s2)
        assert op in '+-*/'
        break                  # Success.
    except Exception as e:
        # The safety net.
        print('Invalid input')

Use data structures to simplify logic. Wouldn't it be cool to get rid of a
pile of if-else checks and instead just do the thing you want to do directly?
In such situations, a data structure can often help. What we need is a way to
take an operator and then use it to get a 2-argument function that will perform
the math we need. In other words, we need a mapping between operators and the
corresponding math functions. Here are 3 ways to achieve that:
import operator

def add(a, b):
    return a + b

ops = {
    '+': add,                    # Define your own functions.
    '-': lambda a, b: a - b,     # Or lambdas.
    '*': operator.mul,           # Or get them from a library.
    '/': operator.truediv,
}

# With that data structure, our code would reduce to this.
answer = ops[op](a, b)     # Wrap in try-except to catch divide by 0.
print(answer)