How to initialize an array of objects in Java

If you can hard-code the number of players

Player[] thePlayers = {
    new Player(0),
    new Player(1),
    new Player(2),
    new Player(3)
};

Instead of

Player[PlayerCount] thePlayers;

you want

Player[] thePlayers = new Player[PlayerCount];

and

for(int i = 0; i < PlayerCount ; i++)
{
    thePlayers[i] = new Player(i);
}
return thePlayers;

should return the array initialized with Player instances.

EDIT:

Do check out this table on wikipedia on naming conventions for java that is widely used.

If you are unsure of the size of the array or if it can change you can do this to have a static array.

ArrayList<Player> thePlayersList = new ArrayList<Player>(); 

thePlayersList.add(new Player(1));
thePlayersList.add(new Player(2));
.
.
//Some code here that changes the number of players e.g

Players[] thePlayers = thePlayersList.toArray();

It is almost fine. Just have:

Player[] thePlayers = new Player[playerCount + 1];

And let the loop be:

for(int i = 0; i < thePlayers.length; i++)

And note that java convention dictates that names of methods and variables should start with lower-case.

Update: put your method within the class body.