Step through the alphabet with ForNext loop

I think this is what you want - adjusted what you had

Sub NestedForLoops()
    Dim r      As Long
    For r = 1 To 5 Step 1
            Cells(r, 1).Select
            Cells(r, 1).Value = CStr(r) & CStr(Chr(64 + r))
    Next r
End Sub