it's a variable for the iteration. could be anything else except reserved keywords.
for x in range(1,10)
for james in range(1,10)
for this_is_the_iterator in range (1,10)
"i" is a temporary variable used to store the integer value of the current position in the range of the for loop that only has scope within its for loop. You could use any other variable name in place of "i" such as "count" or "x" or "number".
For instance in your for loop above, during the first iteration of the loop i = 1, then i=2 for the next iteration then, i= 3 and so on.