Function WorksheetExists(Name As Variant, Optional ByVal Workbook As Excel.Workbook)
    If Workbook Is Nothing Then Set Workbook = ThisWorkbook
    On Error Resume Next
    WorksheetExists = Not Workbook.Worksheets(Name) Is Nothing
End Function

Verwendung:

Sub GeheZu()
    If WorksheetExists(ActiveCell.Value) Then
        Call ThisWorkbook.Worksheets(ActiveCell.Value).Activate
    End If
End Sub

PS: Code ist ungetestet