There is somewhat a mismatch between how the law of large numbers is explained and used, and the formal statement.
In the formal statement, we have a sequence of i.i.d. random variables $X_1, \dots, X_k, \dots$. And this means that we have a random experiment which gives us the whole sequence (not the variables $X_k$ one by one, but the sequence at once).
That is, there is a probability space $(\Omega,\mathcal{A},\mathbb{P})$ at for every outcome $\omega \in \Omega$ we have the values $X_k(\omega)$ for all $k$.