Why should wait() always be called inside a loop

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You need not only to loop it but check your condition in the loop. Java does not guarantee that your thread will be woken up only by a notify()/notifyAll() call or the right notify()/notifyAll() call at all. Because of this property the loop-less version might work on your development environment and fail on the production environment unexpectedly.

For example, you are waiting for something:

synchronized (theObjectYouAreWaitingOn) {
   while (!carryOn) {
      theObjectYouAreWaitingOn.wait();
   }
}

An evil thread comes along and:

theObjectYouAreWaitingOn.notifyAll();

If the evil thread does not/can not mess with the carryOn you just continue to wait for the proper client.

Edit: Added some more samples.
The wait can be interrupted. It throws InterruptedException and you might need to wrap the wait in a try-catch. Depending on your business needs, you can exit or suppress the exception and continue waiting.

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