Array is not a legal name for a variable, I've used "Items". Also, you
don't need Me (it's implied because the code is inside the user form's
module).
You need the Controls collection, which can be indexed by control name:
Items(X) = Controls("TextBox" & X)
Lastly, Excel starts numbering text boxes and other controls from 1, not
from zero, so there won't be a TextBox0 unless you specifically call one
that.
Or you can use X as a simple subscript into the collection. In this case,
the subscripts do start at zero.
Items(X) = Controls(X)