/[0-25]/ means 0-2 or 5, so it matches any line with one of the numbers: 0,1,2 or 5 (BTW In your requirements you say greater than 0, but your example would also match 0)

To match the numbers 1-25, you could use: /[1-9][0-5]\{0,1\}/

But to avoid matching "125" of example you need to anchor it front and back, for example:
/^ *[1-9][0-5]\{0,1\} /
Notice the trailing space ...

Another approach is not to use regex, but a numerical comparison. But for this you cannot use sed, which is a streamline editor. Instead you could use awk for example or another scripting language...

Code:

awk '$1>0 && $1 <=25' file