How did I get this NullReferenceException error here right after the constructor?

As of .NET 4.0 you can use ConcurrentDictionary and avoid the threading issues associated with manipulating the same dictionary from multiple threads simultaneously.

It is almost certainly a threading issue - see this question and its accepted answer.

Dictionary<>.Insert() will throw a NullReferenceException internally if the dictionary instance is modified from another thread during the insert operation.