There are several ways you can do this. Enter the first date in a cell.

Drag the fill handle down as many rows as you want to fill.  When you release, the range will be filled with consecutive dates.

If you don’t want to increase by 1 day at a time, you can click on the Auto-fill Options icon and pick from one of the choices. 

For example, if you want the increment by months, select Fill Months.  Your range will be changed like this:

An alternate method is to drag the fill handle with the right mouse button.  This will create a fill range without entering any dates until you select the increment you want.

When you select the increment, Excel will then fill in the range.

You can click on the Series… option at the bottom to increment by 2, 3, or any increment you want.  

You can also create a row of column headings labeled by month.  Enter JAN, JANUARY, January, or Jan (your preference) and drag across.

When you release, the range will be filled.

As you can see, Excel will do a lot of your work for you if you know how to ask.