Procedural elements like loops are not part of the SQL language and can only be used inside the body of a procedural language function, procedure (Postgres 11 or later) or a DO statement, where such additional elements are defined by the respective procedural language. The default is PL/pgSQL, but there are others.
Example with plpgsql:
DO
$do$
BEGIN
FOR i IN 1..25 LOOP
INSERT INTO playtime.meta_random_sample
(col_i, col_id) -- declare target columns!
SELECT i, id
FROM tbl
ORDER BY random()
LIMIT 15000;
END LOOP;
END
$do$;
For many tasks that can be solved with a loop, there is a shorter and faster set-based solution around the corner. Pure SQL equivalent for your example:
INSERT INTO playtime.meta_random_sample (col_i, col_id)
SELECT t.*
FROM generate_series(1,25) i
CROSS JOIN LATERAL (
SELECT i, id
FROM tbl
ORDER BY random()
LIMIT 15000
) t;
About generate_series():
About optimizing performance of random selections: