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AlremeithiMohamed 

I'm not sure I understand what you want, but here is a version that will fill multiple columns:

Sub GenerateSheets()
    Dim NumLetters As Long
    Dim NumSheets As Long
    Dim NumRows As Long
    Dim Wbk As Workbook
    Dim Wsh As Worksheet
    Dim i As Long
    NumLetters = Application.InputBox(Prompt:="How many letters do you want to use (max 26)?", Type:=1)
    If NumLetters < 1 Or NumLetters > 26 Then
        Beep
        Exit Sub
    End If
    NumSheets = Application.InputBox(Prompt:="How many sheets do you want to create?", Type:=1)
    If NumSheets < 1 Then
        Beep
        Exit Sub
    End If
    If NumSheets > 4000 Then
        If MsgBox(Prompt:="Warning! This could take a long time! Do you want to continue?", _
                Buttons:=vbYesNo + vbQuestion) = vbNo Then
            Exit Sub
        End If
    End If
    NumRows = Application.InputBox(Prompt:="How many rows per sheet do you want to fill?", Type:=1)
    If NumRows < 1 Or NumRows > 1048576 Then
        Beep
        Exit Sub
    End If
    Application.ScreenUpdating = False
    Set Wbk = Workbooks.Add(Template:=xlWBATWorksheet)
    For i = 1 To NumSheets
        Set Wsh = Wbk.Worksheets.Add(After:=Wbk.Worksheets(Wbk.Worksheets.Count))
        Wsh.Range("A1").Resize(NumRows).Value = "This"
        Wsh.Range("B1").Resize(NumRows).Value = "That"
        Wsh.Range("C1").Resize(NumRows).Formula = "=BASE(ROW()-1+" & (i - 1) * NumRows & "," & 10 + NumLetters & ", 6)"
        Wsh.Range("D1").Resize(NumRows).Value = "Other"
        Wsh.Range("E1").Resize(NumRows).Value = "Something"
        DoEvents
    Next i
    Application.DisplayAlerts = False
    Wbk.Worksheets(1).Delete
    Application.DisplayAlerts = True
    Application.ScreenUpdating = True
End Sub

AlremeithiMohamed 

This version will ask you which column you want to use.

Sub GenerateSheets()
    Dim NumLetters As Long
    Dim NumSheets As Long
    Dim NumRows As Long
    Dim Col As String
    Dim Rng As Range
    Dim Wbk As Workbook
    Dim Wsh As Worksheet
    Dim i As Long
    NumLetters = Application.InputBox(Prompt:="How many letters do you want to use (max 26)?", Type:=1)
    If NumLetters < 1 Or NumLetters > 26 Then
        Beep
        Exit Sub
    End If
    NumSheets = Application.InputBox(Prompt:="How many sheets do you want to create?", Type:=1)
    If NumSheets < 1 Then
        Beep
        Exit Sub
    End If
    If NumSheets > 4000 Then
        If MsgBox(Prompt:="Warning! This could take a long time! Do you want to continue?", _
                Buttons:=vbYesNo + vbQuestion) = vbNo Then
            Exit Sub
        End If
    End If
    NumRows = Application.InputBox(Prompt:="How many rows per sheet do you want to fill?", Type:=1)
    If NumRows < 1 Or NumRows > 1048576 Then
        Beep
        Exit Sub
    End If
    Col = InputBox(Prompt:="In which column do you want the entries (A, B, ...)?")
    On Error Resume Next
    Set Rng = Range(Col & 1)
    If Err Then
        Beep
        Exit Sub
    End If
    On Error GoTo 0
    Application.ScreenUpdating = False
    Set Wbk = Workbooks.Add(Template:=xlWBATWorksheet)
    For i = 1 To NumSheets
        Set Wsh = Wbk.Worksheets.Add(After:=Wbk.Worksheets(Wbk.Worksheets.Count))
        With Wsh.Cells(1, Col).Resize(NumRows)
            .Formula = "=BASE(ROW()-1+" & (i - 1) * NumRows & "," & 10 + NumLetters & ", 6)"
        End With
        DoEvents
    Next i
    Application.DisplayAlerts = False
    Wbk.Worksheets(1).Delete
    Application.DisplayAlerts = True
    Application.ScreenUpdating = True
End Sub