You'll need to show us your circuit for us to make any comment as to why the circuit works for a LED but not a fan. I suspect the fan draws more than 8mA.
The actual switching speed depends on a number of factors which are interdependent in a typical circuit. There factors include the gate capacitance, Vgs(th), the available gate current, the magnitude of any gate resistor, the maximum switching speed of the device, the current through the device and even the temperature.
The limiting factor is often the losses during switching. In your case the stated load is so small that the MOSFET could stay in the most highly dissipative state all day and it would not get noticeably warm. For that load! For another load the situation may be completely different.
25kHz is not fast for a small MOSFET driving a small load. Larger MOSFETs with lower Rds(on) capable of high currents will also likely have a far higher gate capacitance and may require a gate current measured in amps in order to switch fast enough to reduce heating to a level where they don't burn up.
Another major issue is the topology of your circuit. The gate voltage is measured against the source terminal of the MOSFET. If you're not using a MOSFET so that the source is tied to an appropriate supply rail, you will require either a larger voltage swing out a voltage swing that exceeds the voltage applied to the load. And guess what, we need to see the circuit to analyse this.
Electronic design is not something easily reduced to a couple of formulae and the "right" components. At low power the complexity of far less and it can appear thus, however as power levels increase some things that you didn't even need to consider can become significant headaches.