it worked when i added commas between the strings:
using DataFrames
df = dataframe(a = rand(10))
members = ["Belen","Lau","Javi","Joaco","Nico","Rodrigo","Vicente","Pablo","Falcao","Montse"]
julia> insertcols!(df,1, :Members =>members)
10×2 DataFrame
│ Row │ Members │ a │
│ │ String │ Float64 │
├─────┼─────────┼───────────┤
│ 1 │ Belen │ 0.5535 │
│ 2 │ Lau │ 0.696888 │
│ 3 │ Javi │ 0.285581 │
│ 4 │ Joaco │ 0.503806 │
│ 5 │ Nico │ 0.305051 │
│ 6 │ Rodrigo │ 0.0708788 │
│ 7 │ Vicente │ 0.268658 │
│ 8 │ Pablo │ 0.14032 │
│ 9 │ Falcao │ 0.517392 │
│ 10 │ Montse │ 0.264026 │
the problem seems to stem from the fact that you were trying to add a row of names as it was a column. but adding the commas solves the problem.
Other option,that works for your original input:
insertcols!(df,1, :Members =>vec(members)) #reinterprets the Array as a vector