List categories name in an array

http://codex.wordpress.org/Template_Tags/wp_list_categories

the template tag wp_list_categories will out put and array

if you want to have it customized then can create your own function in function.php file.

function custom_cat_list($separator) {
$first_time = 1;
foreach((get_the_category()) as $category) {
if ($first_time == 1) {
echo $category->name;
$first_time = 0;
} else {
echo $separator . $category->name;
}
}
}

if you want the array then got to build it instate of echo!

hope this helps. It is always better to place your question as clear as possible.