Set variable value to array of strings

You're trying to assign three separate string literals to a single string variable. A valid string variable would be 'John, Sarah, George'. If you want embedded single quotes between the double quotes, you have to escape them.

Also, your actual SELECT won't work, because SQL databases won't parse the string variable out into individual literal values. You need to use dynamic SQL instead, and then execute that dynamic SQL statement. (Search this site for dynamic SQL, with the database engine you're using as the topic (as in [sqlserver] dynamic SQL), and you should get several examples.)

declare  @tab table(FirstName  varchar(100))
insert into @tab   values('John'),('Sarah'),('George')

SELECT * 
FROM @tab
WHERE 'John' in (FirstName)