Program to find the element in an array
Since you're not using the try-with-resources statement with Scanner, you must close it at the end of main() to avoid leaking resources:

in.close();

You should consider converting a to uppercase, in case the input is in lowercase.

I would also rename a to something like guess.  The name a says nothing about this variable, and it's generally discouraged to use single-letter variable names.

String guess = in.nextLine().toUpperCase();


The renaming also applies to arr.  You could name it something like elemsToCheck.