Excel Drop Down Menu linked?

I have 12 worksheets which represent each month of the year. Being in
January (or any other month), I would like to use a Drop Down Menu which
would link me to any other month. Is is possible?
Could you guys guide me please.

Is there any way I can use VB's drop down menu?
I would use it if I have to.
I am not that good at Vb, but I am willing to learn.

Thanks.