I can't add a "select value" to a dropdown list

Hi

In a list I created in Forms-Data Lists, I want to add an option that says "Select an option," but I want it to be set to "Use empty value for this item."

When I select this option and click "Save," I get the message shown in the attached file.

Does anyone know what might be causing this?

I have another list where I was able to add the option without any problems.

The only difference I've found between the two lists is that the one I'm having trouble with says "Use For Sets: Yes," while the other says "No."

I don't know what that means or if it could be related to the problem.

Thanks.