You could get rid of the A1:A12 list of months if you wanted to

Also, it's usually not necessary to select WS or Cells before acting on them


Option Explicit
Sub test()
    Dim i As Long
    Dim wsMonth As Worksheet
    Dim sMonth As String
    
    For i = 1 To 12
        sMonth = Application.GetCustomListContents(4)(i)
    
        Debug.Print sMonth
'        Set wsMonth = Worksheets(sMonth)
'        wsMonth.Range("D3").Value = 123
        
    Next i
End Sub

'or possibly better

Sub test2()
    Dim i As Long
    Dim aryMonthSheets(1 To 12) As Worksheet
    Dim sMonth As String
    
    For i = 1 To 12
        sMonth = Application.GetCustomListContents(4)(i)
        Set aryMonthSheets(i) = Worksheets(sMonth)
    Next i
        
    aryMonthSheets(3).Range("D3").Value = 123
        
End Sub