Cannot convert String to int, but both are strings?

Because select is a String variable, it cannot be used as an index in an array.

select = items[select];

I believe you meant to use the index value i in your for loop (where i is 0 to items.length). Something like

select = items[i];

However, based on your comments below, I believe you really wanted

int select = scan.nextInt();
System.out.println("You selected: " + items[select]);

Based on your edit, you could do it with two arrays and two loops. Something like,

String items[] = { "Table", "Desk", "Chair", "Couch", "Lazyboy" };
int price[] = { 250, 175, 125, 345, 850 };
Scanner scan = new Scanner(System.in);
int pos = -1;
outer: while (pos == -1) {
    System.out.println("Please enter an item to view it's price: ");
    String select = scan.nextLine();
    for (int i = 0; i < items.length; i++) {
        if (items[i].equalsIgnoreCase(select.trim())) {
            pos = i;
            break outer;
        }
    }
}
if (pos != -1) {
    System.out.printf("The price is %d%n", price[pos]);
}

But a Map would (in my opinion) be a better solution (it's certainly more efficient). Like,

String[] items = { "Table", "Desk", "Chair", "Couch", "Lazyboy" };
int[] price = { 250, 175, 125, 345, 850 };
Map<String, Integer> map = new HashMap<>();
for (int i = 0; i < items.length; i++) {
    map.put(items[i], price[i]);
}
Scanner scanner = new Scanner(System.in);
System.out.println("Please enter an item to view it's price: ");
while (scanner.hasNextLine()) {
    String item = scanner.nextLine().trim();
    if (map.containsKey(item)) {
        System.out.printf("The price is %d%n", map.get(item));
    }
    System.out.println("Please enter an item to view it's price: ");    
}

item is an array of string.

The array will be accessed by indexes (the values must be integer, since it is not an associative array like we have in php).

You are trying to access the value of an array using the string as index which is not possible and this is why you are getting conversion error.

change

   select = items[select]; // <--- select is string, must be int here

to

 select = items[Integer.valueOf(select)]; //select is an integer value now

This will convert the string value into integer and pass it to the array, you will be accessing the string array with integer index now.

select = items[select];

When you retrieving item from the array using index you have to give the int value. so its better you change your code as below.

int index = Integer.parseInt(select);
select = items[index];

If you have time follow below link to know further about the Arrays. https://docs.oracle.com/javase/tutorial/java/nutsandbolts/arrays.html

Because items[] is a list, not a Map. It needs to be indexed by a number.

for(int i=0; i < items.length; i++) {
    select = items[i];

String items [] = {"Table", "Desk", "Chair", "Couch", "Lazyboy"};
int price [] = {250, 175, 125, 345, 850};

String select = null;
int selectOption;
Scanner scan = new Scanner(System.in);

System.out.println("Please enter an item to view it's price: ");
selectOption = Integer.valueOf(scan.nextLine());

for(int i=0; i < items.length; i++) {
    select = items[selectOption];
}       
System.out.println(select);

The error is occurred because, the "String select" is used to store user input which is a number, and later during the loop, the furniture name is stored.So, on the next iteration, the items[] of furniture name is called.Which will throw an error.

Here's a short example that demonstrates how to do what you want. I also fixed the grammar for you: it's spelled its.

Map<String, Integer> priceMap = new HashMap<String, Integer>() 
{{ 
    put("Table",   250); 
    put("Desk",    175); 
    put("Chair",   125); 
    put("Couch",   345); 
    put("Lazyboy", 850); 
}};

Scanner scanner = new Scanner(System.in);
System.out.println("Please enter an item to view its price: ");
String item = scanner.nextLine().trim();

if (priceMap.containsKey(item)) 
{
    System.out.printf("The price is %d", priceMap.get(item));
}