"SQL command not properly ended" (Oracle SQL)

Oracle doesn't let you type insert into ... values (...),(...) like PostgreSQL does you need to split it into several inserts:

INSERT INTO GAMES.ATHLETE (ATHLETE_NO, ATHLETE_NAME, ATHLETE_BIRTHDATE, ATHLETE_BIRTHPLACE, ATHLETE_BORN_COUNTRY, ATHLETE_GENDER, ATHLETE_HEIGHT, ATHLETE_WEIGHT, ATHLETE__TEAM_COUNTRY)
VALUES ('12345', 'Saif Haseeb', '08-NOV-1995', 'Clayton', 'AUS', 'M', '176', '75', 'AUS');
INSERT INTO GAMES.ATHLETE (ATHLETE_NO, ATHLETE_NAME, ATHLETE_BIRTHDATE, ATHLETE_BIRTHPLACE, ATHLETE_BORN_COUNTRY, ATHLETE_GENDER, ATHLETE_HEIGHT, ATHLETE_WEIGHT, ATHLETE__TEAM_COUNTRY) 
VALUES ('12323',  'Rajandeep', '01-FEB-1995', 'Melbourne', 'AUS', 'M', '180', '77', 'AUS'); 
INSERT INTO GAMES.ATHLETE (ATHLETE_NO, ATHLETE_NAME, ATHLETE_BIRTHDATE, ATHLETE_BIRTHPLACE, ATHLETE_BORN_COUNTRY, ATHLETE_GENDER, ATHLETE_HEIGHT, ATHLETE_WEIGHT, ATHLETE__TEAM_COUNTRY) 
VALUES ('2818', 'Jen Selter', '18- APR-1993', 'Paris', 'FRA', 'F', '169', '63', 'FRA')
INSERT INTO GAMES.COMPETES (ATHLETE_NO, DISCIPLINE_CODE, SG_GAMENO)
VALUES ('12345', 'FB', '30');
INSERT INTO GAMES.COMPETES (ATHLETE_NO, DISCIPLINE_CODE, SG_GAMENO) 
VALUES ('12323', 'FB', '30'), ('2818', 'TT', '29');
INSERT INTO GAMES.VENUE (VENUE_NO, VENUE_NAME, VENUE_LOCATION, VENUE_USEDFROM, VENUE_USEDTO, VENUE_SEATINGCAPACITY, VENUE_STRUCTURE, VENUE_USE)
VALUES ('SY', 'SYDNEYSTADIUM', 'SYDNEY', '14-AUG-2014', '19-AUG-2014', '98172', 'A', 'Y');

Syntax for inserting multiple rows in Oracle

INSERT ALL
  INTO table1 (column1, column2, column3) VALUES ('val1', 'val2', 'val3')
  INTO table1 (column1, column2, column3) VALUES ('val1', 'val2', 'val3')
  INTO table1 (column1, column2, column3) VALUES ('val1', 'val2', 'val3')
SELECT * FROM dual;

Place Semicolon at the end of each statement.

INSERT INTO GAMES.ATHLETE (ATHLETE_NO, ATHLETE_NAME, ATHLETE_BIRTHDATE, ATHLETE_BIRTHPLACE, ATHLETE_BORN_COUNTRY, ATHLETE_GENDER, ATHLETE_HEIGHT, ATHLETE_WEIGHT, ATHLETE__TEAM_COUNTRY)
VALUES ('12345', 'Saif Haseeb', '08-NOV-1995', 'Clayton', 'AUS', 'M', '176', '75', 'AUS'), ('12323',  'Rajandeep', '01-FEB-1995', 'Melbourne', 'AUS', 'M', '180', '77', 'AUS'), ('2818', 'Jen Selter', '18- APR-1993', 'Paris', 'FRA', 'F', '169', '63', 'FRA');


INSERT INTO GAMES.COMPETES (ATHLETE_NO, DISCIPLINE_CODE, SG_GAMENO)
VALUES ('12345', 'FB', '30'), ('12323', 'FB', '30'), ('2818', 'TT', '29');


INSERT INTO GAMES.VENUE (VENUE_NO, VENUE_NAME, VENUE_LOCATION, VENUE_USEDFROM, VENUE_USEDTO,    VENUE_SEATINGCAPACITY, VENUE_STRUCTURE, VENUE_USE)
VALUES ('SY', 'SYDNEYSTADIUM', 'SYDNEY', '14-AUG-2014', '19-AUG-2014', '98172', 'A', 'Y');