A nested loop is a loop inside a loop.
This sample shows a very simple game loop. By pressing the left and right arrow keys the shape will move.
For a fairly easy example of a game loop check out Space Invaders.
An infinite loop is a loop that keeps looping, infinitely. The expression 0=0 is true therefore the loop keeps looping.
Sometimes you need to break out of a loop before its finished. In the above sample if you set row = 3 that would break the loop early.
Another way is to use the GoTo command. In general using GoTo is broadly discouraged as its misuse can lead to spaghetti code.