Using data from a TStringGrid in a record

I created a TTableData record type in Pascal to store information from TStringGrid for future reference:

TTableData = record
  header: String[25];   //the header of the column (row 0)
  value : String[25];   //the string value of the data
  number: Integer;      //the y-pos of the data in the table
end;

But whenever I try to initialize these objects by going through the TStringGrid and getting the values ​​from the cells, the values ​​become ('', '', 0) (with the exception of a few cells that somehow turn out to be in order).

Here is my procedure for reading in data from TStringGrid:

procedure TfrmImportData.butDoneClick(Sender: TObject);
begin
  Halt;
end;

{ initialize records which are responsible
for storing all information in the table itself }
procedure TfrmImportData.initTableDataObjects();

var
  i, j: Integer;

begin
  SetLength(tableData, StringGrid1.ColCount, StringGrid1.RowCount);

  for j:= 0 to StringGrid1.RowCount-1 do begin
    for i:= 0 to StringGrid1.ColCount-1 do begin
      with tableData[i,j] do begin
        header := StringGrid1.Cells[i,0];
        value := StringGrid1.Cells[i,j];
        number := i;
      end;
    end;
  end;

  for i:= 0 to StringGrid1.RowCount - 1 do begin
    for j:=0 to StringGrid1.ColCount - 1 do begin
        ShowMessage(tableData[i,j].header+': '+tableData[i,j].value);
    end;
  end;
end;

I'm not quite sure what is going on here. When I use breakpoints and walk slowly through the code, I see that the data is initially read correctly (by holding the mouse over tableData [i, j] from the second for loop to see its current value), but when I try ShowMessage (.. .) in the loop itself, the value goes wrong.

Thanks in advance,