DIM $ValueNameArray[100] ;You need to declare array's before you use them.
$Index = 0
:Loop1
$ValueNameArray[$Index] = EnumValue("HKEY_CURRENT_USER\Console\Configuration",$Index)
If @ERROR = 0
? "Name found:" + $ValueNameArray[$Index] ;you can't put array's in a string.
$Index = $Index + 1
goto Loop1
endif