Something like this. which simply selects sheet1 and sheet3 in the active workbook.

Sub x()

    Dim sh_array(2)
    Dim shtTemp As Object
    Dim sh_NewArray()
    
    sh_array(0) = "Sheet1"
    sh_array(1) = ""
    sh_array(2) = "Sheet3"

    sh_NewArray = CompressArray(sh_array)
    
    Sheets(sh_NewArray).Select
    For Each shtTemp In ActiveWindow.SelectedSheets
        MsgBox shtTemp.Name
    Next
    
End Sub


Function CompressArray(Old()) As Variant()
    Dim lngIndex As Long
    Dim lngNitems As Long
    Dim vntTemp()
    
    For lngIndex = LBound(Old) To UBound(Old)
        If Len(Old(lngIndex)) > 0 Then
            ReDim Preserve vntTemp(lngNitems)
            vntTemp(lngNitems) = Old(lngIndex)
            lngNitems = lngNitems + 1
        End If
    Next
    CompressArray = vntTemp
    
End Function