[C#] returning an array from method ?

It's complicated. An array is a reference, but it's a reference to an array of references. And strings are a special case, because they are immutable: once created, they cannot be changed, so the following code doesn't necessarily do what you might think:

string x = "XXX";
string y = x;
x = "YYY";
Console.WriteLine("{0}:{1}", x, y);

This will print "YYY:XXX" because the immutability means that the string reference acts like a value - instead of changing the existing reference content, a new reference is created, so the old string is not affected at all.
When you run your code, you get a similar effect:

string[] strArr = GetNames();

returns a reference to an array of strings.

string[] strArr2 = GetNames();

Also returns a reference to an array of strings.
But ... they aren't the same reference, because it isn't the same array!
Try it:

if (strArr == strArr2) Console.WriteLine("Same");
else Console.WriteLine("Different");

Will always print "Different" because despite the strings being the same, the arrays are not.

Every time you execute this code:

string[] ret = { "Matthew", "Mark", "Luke", "John" };

The framework creates a new array, and fills it with the strings for you to return.
If you want to share them, you would need to return the same array:

static string[] ret = { "Matthew", "Mark", "Luke", "John" };
static string[] GetNames()
    {
    return ret;
    }

Now, you will get

strArr[0] = Nik and strArr2[0] = Nik

And "Same" if you do the comparison.