You use the collection initializer syntax, but you still need to make a new Dictionary<string, string> object first as the shortcut syntax is translated to a bunch of Add() calls (like your code):
var data = new Dictionary<string, string>
{
{ "test", "val" },
{ "test2", "val2" }
};
In C# 6, you now have the option of using a more intuitive syntax with Dictionary as well as any other type that supports indexers. The above statement can be rewritten as:
var data = new Dictionary<string, string>
{
["test"] = "val",
["test2"] = "val2"
};
Unlike collection initializers, this invokes the indexer setter under the hood, rather than an appropriate Add() method.