1. Try not to use concatenation for path. Use os.path.
 2. You are trying to create 12 rasters with the same name. Specify different names for rasters.
 3. Do you iterate shape files in folder? If you do, your output path contains "." in name.

You can try this:

    for fc in fclist:
        cell = 5
        months =["January","February","March","April","May","June","July","August","September","October","November","December"]
        for month in months:
            output = os.path.join(Dir, ("r_" + fc.rstrip(".shp") + "_" + month + ".tif"))
            arcpy.PolygonToRaster_conversion(fc, month, output, "CELL_CENTER", "", cell)