Here's a revised one

Code:
Private Sub CommandButton1_Click()

    Dim lngColumnIndex() As Long
    Dim lngLoop As Long
    Dim lngSelected As Long
    Dim lngRows As Long
    Dim lngTotalRows As Long
    Dim lngUniqueIndex As Long
    Dim strColumnHeaders As String
    Dim strSelected As String
    Dim blnHoldsTrue As Boolean
    Dim lngColumnsToCompare As Long
    Dim varUniques As Variant
    Const lngColumnHeaderRow As Long = 1
    
    lngColumnsToCompare = InputBox("Enter the number of columns to compare")
    If lngColumnsToCompare < 2 Then
        MsgBox "Minimum 2 columns required", vbOKOnly + vbInformation, "": Exit Sub
    End If
    On Error GoTo Err
    ReDim lngColumnIndex(1 To lngColumnsToCompare + 1)
    For lngLoop = 1 To ActiveSheet.UsedRange.Columns.Count
        strColumnHeaders = strColumnHeaders & lngLoop & " - " & Cells(lngColumnHeaderRow, lngLoop).Value & "|"
    Next lngLoop
    strColumnHeaders = "The column headers are " & vbLf & vbLf & Join(Split(strColumnHeaders, "|"), vbLf) & vbLf
    For lngLoop = 1 To lngColumnsToCompare
        For lngSelected = 1 To lngLoop - 1
            strSelected = strSelected & lngColumnIndex(lngSelected) & vbLf
        Next lngSelected
        lngColumnIndex(lngLoop) = InputBox(strColumnHeaders & strSelected & "Enter each column index one by one", "Column Compare")
        strSelected = "You have already selected:" & vbLf & vbLf
    Next lngLoop
    
    For lngSelected = 1 To lngLoop - 1
        strSelected = strSelected & lngColumnIndex(lngSelected) & vbLf
    Next lngSelected
    lngColumnIndex(lngLoop) = InputBox(strColumnHeaders & strSelected & "Enter column index where you want to show the comparison result", "Column Compare")
    lngTotalRows = ActiveSheet.Cells(Rows.Count, 1).End(xlUp).Row
    ReDim varUniques(1 To lngTotalRows)
    blnHoldsTrue = True
    For lngRows = lngColumnHeaderRow + 1 To lngTotalRows
        For lngLoop = 2 To lngColumnsToCompare
            blnHoldsTrue = blnHoldsTrue And (IsNumeric(Application.Match(Cells(lngRows, lngColumnIndex(lngLoop - 1)).Value, Cells(lngColumnHeaderRow + 1, lngColumnIndex(lngLoop)).Resize(lngTotalRows - lngColumnHeaderRow), 0)))
        Next lngLoop
        If blnHoldsTrue Then
            lngUniqueIndex = lngUniqueIndex + 1
            varUniques(lngUniqueIndex) = Cells(lngRows, lngColumnIndex(1)).Value
        Else
            blnHoldsTrue = True
        End If
    Next lngRows
    ReDim Preserve varUniques(1 To lngUniqueIndex)
    Cells(lngColumnHeaderRow + 1, lngColumnIndex(lngLoop)).Resize(lngTotalRows - lngColumnHeaderRow).ClearContents
    Cells(lngColumnHeaderRow + 1, lngColumnIndex(lngLoop)).Resize(lngUniqueIndex).Value = Application.Transpose(varUniques)
    Exit Sub
Err:    MsgBox "Either cancelled by user, or incorrect entry made." & vbLf & vbLf & "If neither of these, unexpected error!", vbOKOnly + vbInformation, ""
    
End Sub