You declare the string array strSkillData but did not assign any value to it, therefore it is nothing.
Later, you try to access it as if it already contains data, and thus you get the null reference exception.
Code:
Dim strSkillData() As String '< at this point, strSkillData is Nothing

'Then you try to access element 0 of the array, since strSkillData is nothing, you get the exception.
strHSData(i).intRank = strSkillData(0)