You can't initialize an array member in the initialization list. It has to be done in the body of your constructor. If you're creating an array of a user-defined type, that type must also support default construction.
For Each ctrl As Control In Me.Controls("pnlMainPanel").Controls
If ctrl.GetType Is GetType(System.Windows.Forms.Panel) Then
For Each subCtrl As Control In ctrl.Controls
If subCtrl.GetType Is GetType(System.Windows.Forms.TextBox) Then
If subCtrl.GetType Is ...