It's fine to make loops inside loops, however in Pawn, you should consider not creating variables inside loops (in your case the variable a is created inside a loop) to not needlessly re-create them on each iteration.
You don't have to add a null value to the arrays. Since the indexing starts from 0, in the loop you just do new i = 0 (or rather, just new i) instead of = 1 and for the array you just skip the null value: new const array[] = {"value1", "value2", ...}.