Simple LOOP loops forever...

? (loop
    (print "Look, I'm looping!"))
"Look, I'm looping!" 
"Look, I'm looping!" 
"Look, I'm looping!" 
"Look, I'm looping!" 
"Look, I'm looping!" 
"Look, I'm looping!" 
"Look, I'm looping!" 
"Look, I'm looping!" 
... and so on, until you interrupt execution... 
Aborted
? 

? (let ((n 0))
    (loop
      (when (> n 10) (return))
      (print n) (prin1 (* n n))
      (incf n)))
0 0
1 1
2 4
3 9
4 16
5 25
6 36
7 49
8 64
9 81
10 100
NIL
?

Use DOTIMES for a counted loop

? (dotimes (n 11)
    (print n) (prin1 (* n n)))
0 0
1 1
2 4
3 9
4 16
5 25
6 36
7 49
8 64
9 81
10 100
NIL
?

Use DOLIST to process elements of a list

? (dolist (item '(1 2 4 5 9 17 25))
    (format t "~&~D is~:[n't~;~] a perfect square.~%" item (integerp (sqrt item))))
1 is a perfect square.
2 isn't a perfect square.
4 is a perfect square.
5 isn't a perfect square.
9 is a perfect square.
17 isn't a perfect square.
25 is a perfect square.
NIL

? (dolist (item `(1 foo "Hello" 79.3 2/3 ,#'abs))
    (format t "~&~S is a ~A~%" item (type-of item)))
1 is a FIXNUM
FOO is a SYMBOL
"Hello" is a (SIMPLE-BASE-STRING 5)
79.3 is a DOUBLE-FLOAT
2/3 is a RATIO
#<Compiled-function ABS #x1E9CC3E> is a FUNCTION
NIL
? 

DO is tricky, but powerful

? (do ((which 1 (1+ which))
       (list '(foo bar baz qux) (rest list)))
      ((null list) 'done)
    (format t "~&Item ~D is ~S.~%" which (first list)))
Item 1 is FOO.
Item 2 is BAR.
Item 3 is BAZ.
Item 4 is QUX.
DONE
? 

     (var2 init2 step2)
     ...)
    (end-test result)
  statement1
  ...)

var1       = which
init1      = 1
step1      = (1+ which)
var2       = list
init2      = '(foo bar baz qux)
step2      = (rest list)
end-test   = (null list)
result     = 'done
statement1 = (format t "~&Item ~D is ~S.~%" which (first list))