\foreach with two or more variables

Like this?

\documentclass[border=2pt]{standalone}
\usepackage{tikz}
\begin{document}
\begin{tikzpicture}
  \foreach\x/\y/\z in {4/2/A,5/3/B,6/4/C,2/.5/D,1/2/E,6/3/F,3/1.5/G,1/4/H}
  \draw [fill = black] (\x,\y)circle (1 mm) node[left] {\z};
\end{tikzpicture}
\end{document}

Also with pgfplots

\documentclass[border=2pt]{standalone}
\usepackage{pgfplots}
\pgfplotsset{compat=1.15}
\begin{document}
\begin{tikzpicture}
\begin{axis}[axis lines=left,xmin=0,ymin=0, xmax=7.5, ymax=7.5]
\addplot+[only marks, nodes near coords=\csname @Alph\endcsname{\numexpr\coordindex+1}] 
     coordinates {(4,2)(5,3)(6,4)(2,0.5)(1,2)(6,3)(3,1.5)(1,4)};
\end{axis}
\end{tikzpicture}
\end{document}