My apologies, I did not notice the "form will close" from your previous reply. Use the DateSelected event instead of the FormClosing.
Private Sub MonthCalendar1_DateSelected(ByVal sender As Object, ByVal e As System.Windows.Forms.DateRangeEventArgs) Handles MonthCalendar1.DateSelected
Form1.TextBox1.Text = MonthCalendar1.SelectionStart.ToShortDateString '// .SelectionStart gets the first selected Date.
Me.Close() '// close Form after selecting Date.
End Sub