Do While there are values in column A

Yes, you didn't specify in your question how the data would be populated, so i made an assumption.

Then just insert a check on the cell content.

Sub steffen()

For i = 1 To Sheets(1).Range("A60000").End(xlUp).Row
   Cells(i, 2) = "Test"
   if cells(i,1) = "" then exit for
Next i

End Sub

Or

If you need the code to continue after the blank cell until the end of column a

Sub steffen()

For i = 1 To Sheets(1).Range("A60000").End(xlUp).Row
   if Not cells(i,1) = "" then Cells(i, 2) = "Test"
Next i

End Sub