How do I skip a few iterations in a for loop

You cannot alter the target list (i in this case) of a for loop. Use a while loop instead:

while i < 10:
    i += 1
    if i == 2:
        i += 3

Alternatively, use an iterable and increment that:

from itertools import islice

numbers = iter(range(10))
for i in numbers:
    if i == 2:
        next(islice(numbers, 3, 3), None)  # consume 3

By assigning the result of iter() to a local variable, we can advance the loop sequence inside the loop using standard iteration tools (next(), or here, a shortened version of the itertools consume recipe). for normally calls iter() for us when looping over a iterator.