Ошибка: возврат за пределы функции. Не уверен почему

При просмотре вашего кода egghead правильно заявляет, что вы не инициализировали свой массив. Но после этого мне пришлось изменить несколько других вещей в вашем коде, чтобы заставить его работать.

Module Module1

    Sub Main()
        Dim Counter As Integer = 1
        Dim Numbers(1000) As Integer          'Initialized the Array so it will be usable.
        Dim NumbersCounter As Integer = 0
        Dim Total As Integer = 0

        While (Counter <= 1000)

            If (Counter Mod 3 = 0) Then
                Numbers(NumbersCounter) = Counter 
                NumbersCounter = NumbersCounter + 1
                Counter = Counter + 1

            ElseIf (Counter Mod 5 = 0) Then
                Numbers(NumbersCounter) = Counter
                NumbersCounter = NumbersCounter + 1
                Counter = Counter + 1

            Else
                Counter = Counter + 1
            End If

        End While

        Counter = 0

        While (Counter <= Numbers.Length - 1)  ' Arrays are zero based so you need to subtract 1 from the length or else you will overflow the bounds
            If (Counter = 0) Then
                Total = Numbers(Counter)
                Counter = Counter + 1
            Else
                Total = Total + Numbers(Counter)  'You were multiplying here not adding creating a HUGE number
                Counter = Counter + 1
            End If

        End While

        Console.WriteLine(Total)  'Changed PrintLine which prints to a file to Console.WriteLine which writes to the screen
        Console.ReadLine          'Added a Console.ReadLine so the Window doesn't close until you hit a key so you can see your answer

    End Sub

End Module