Build Sheet Index with links

Sub CreateIndexSheet()
Dim wSheet As Worksheet
ActiveWorkbook.Sheets.Add(Before:=Worksheets(1)).Name = "Contents" 'Call whatever you like
Range("A1").Select
Application.ScreenUpdating = False 'Prevents seeing all the flashing as it updates the sheet
For Each wSheet In Worksheets
ActiveSheet.Hyperlinks.Add Anchor:=Selection, Address:="", SubAddress:="'" & wSheet.Name & "'" & "!A1", TextToDisplay:=wSheet.Name
ActiveCell.Offset(1, 0).Select 'Moves down a row
Next
Range("A1").EntireColumn.AutoFit
Range("A1").EntireRow.Delete 'Remove content sheet from content list
Application.ScreenUpdating = True
End Sub