AA Option 1 tells the AA to call the number as specified in the AA parameter NumberOnNoInput, which by default is "0". This is the same number the AA will call when you don't enter any option after the AA announces the menu 2-3 times. Note also that the default AA OutboundCallRoute is to ring the PHONE port when 0 is called (see the rule {0:ph} there).
It could be that your AA DigitMap does not contain a "0|" rule, hence the AA complaint about an invalid number. You can modify the NumberOnNoInput parameter to other number that you desire, but make sure to
also add a corresponding rule in AA's OutboundCallRoute to let AA know where to send that
number to.