getting error "Object Variable or With block variable not set"

A common issue that causes this issue is forgetting to use 'Set' with assigning a value to a variable.

Check if the workbook in Excel is asking you if you want to open a write-protected version or not. I think while this question is present the workbook is not considered Active, nor is any other

Like @TimWilliams said, you will get this error if your add-in is the only workbook loaded. In that case there is no active workbook and your code is failing on the line

book = ActiveWorkbook.Name

You can check for the existence of a workbook by adding the following lines:

Set bk = Application.ActiveWorkbook
If bk Is Nothing Then
    MsgBox ("No workbook open. Creating a new one.")
    Set bk = Workbooks.Add(xlWBATWorksheet)
    Set sht1 = bk.ActiveSheet
End If

So you end up with:

Sub sheetvalues()
    Dim bk As Workbook, sht1 As Worksheet, sht2 As Worksheet, sht3 As Worksheet
    Dim book As String, sht As String, i As Integer, j As Integer
    Dim att(1 To 4) As String, att_col(1 To 4) As Integer

    MsgBox ("variables set")

    Set bk = Application.ActiveWorkbook
    If bk Is Nothing Then
        MsgBox ("No workbook open. Creating a new one.")
        Set bk = Workbooks.Add(xlWBATWorksheet)
        Set sht1 = bk.ActiveSheet
    End If


    book = ActiveWorkbook.Name
    sht = ActiveSheet.Name
    MsgBox ("names set")

    Set bk = Workbooks.Add
    With bk
        .Title = "MissingValues"
        .SaveAs Filename:="MissingValues.xls"
    End With

    Set sht1 = bk.Sheets.Add
    sht1.Name = "EndOne"
    Set sht2 = bk.Sheets.Add
    sht2.Name = "EndTwo"
    Set sht3 = bk.Sheets.Add
    sht3.Name = "EndThree"

    MsgBox (book & "  " & sht)
    MsgBox ("completed")
End Sub