Try this.
Private Sub ComboBox1_Change()
    TextBox1.Value = ComboBox1.Value
End Sub

Private Sub UserForm_Initialize()
Dim LastRow As Long

    Caption = "Selection"
    LastRow = Worksheets("Sheet2").Range("A2").End(xlDown).Row
    ComboBox1.List = Worksheets("Sheet2").Range("A2:B" & LastRow).Value
    ComboBox1.BoundColumn = 2

End Sub