Considering the following code:
public class Progressor
{
private IProgress progress = new Progress(OnProgress);
private void
Section 10.5.5.2: Instance field initialization describes this behavior:
A variable initializer for an instance field cannot reference the instance being created. Thus, it is a compile-time error to reference
thisin a variable initializer, as it is a compile-time error for a variable initializer to reference any instance member through a simple-name
This behavior applies to your code because OnProgress is an implicit reference to the instance being created.