Here is something you can use

Make a Userform with 1 textbox

Private Sub TextBox1_Change()
  Static x As Long
  x = x + 1
  TextBox1 = Left(TextBox1, 1)
  TextBox1.SelStart = 0
  TextBox1.SelLength = 1
  Cells(x, "A").Value = TextBox1.Text
End Sub
Private Sub UserForm_Initialize()
  TextBox1.SetFocus
  TextBox1.EnterFieldBehavior = fmEnterFieldBehaviorSelectAll
End Sub