Basic Arduino programming help

You are saying "if (i=0)" when you mean "if (i == 0)".

Since things happen in sequence anyway you can get rid of the loop since each time through the loop a different block of code is executed:

  for(i=0; i<3; i++) {   
    if (i=0) {
      digitalWrite(led1, HIGH);
      delay(200);
      digitalWrite(led2, LOW);
      delay(0);
      digitalWrite(led3, LOW);
      delay(0);
      int sensorReading = analogRead(0);
       if (sensorReading > threshold) {      
        tone(8, NOTE_C4, 20);
        tone(8, NOTE_D4, 20);
       }
    }
     if (i=1) {
      digitalWrite(led2, HIGH);
      delay(200);
      digitalWrite(led1, LOW);
      delay(0);
      digitalWrite(led3, LOW);
      delay(0);
      int sensorReading = analogRead(0);
       if (sensorReading > threshold) {      
        tone(8, NOTE_A4, 20);
        tone(8, NOTE_AS4, 20);
        tone(8, NOTE_B4, 20);
        tone(8, NOTE_C4, 20);
       }
    }
     if (i=2) {
      digitalWrite(led3, HIGH);
      delay(200);
      digitalWrite(led1, LOW);
      delay(0);
      digitalWrite(led2, LOW);
      delay(0);
      int sensorReading = analogRead(0);
       if (sensorReading > threshold) {      
        tone(8, NOTE_C4, 20);
        tone(8, NOTE_D4, 20);
       
      }
    }

does the same thing as:

      digitalWrite(led1, HIGH);
      delay(200);
      digitalWrite(led2, LOW);
      delay(0);
      digitalWrite(led3, LOW);
      delay(0);
      int sensorReading = analogRead(0);
       if (sensorReading > threshold) {      
        tone(8, NOTE_C4, 20);
        tone(8, NOTE_D4, 20);
       }


      digitalWrite(led2, HIGH);
      delay(200);
      digitalWrite(led1, LOW);
      delay(0);
      digitalWrite(led3, LOW);
      delay(0);
      int sensorReading = analogRead(0);
       if (sensorReading > threshold) {      
        tone(8, NOTE_A4, 20);
        tone(8, NOTE_AS4, 20);
        tone(8, NOTE_B4, 20);
        tone(8, NOTE_C4, 20);
       }



      digitalWrite(led3, HIGH);
      delay(200);
      digitalWrite(led1, LOW);
      delay(0);
      digitalWrite(led2, LOW);
      delay(0);
      int sensorReading = analogRead(0);
       if (sensorReading > threshold) {      
        tone(8, NOTE_C4, 20);
        tone(8, NOTE_D4, 20);
      }