‘#validated’ => ‘TRUE’ add this into your form elements definitions:
form['my_dynamic_select'] = array(
‘#type’ => ‘select’,
‘#validated’ => TRUE
If we are using an input in AJAX related situation we will fill the input field like SELECT (dropdown) this error will shown in the interface. Because when a value is not present in the page load will not allowed in form submission time. So, the Drupal restricts this type of value. This value is considered as illegal value. Say for example an user can inject a set of value in our site and they can choose a particular value in it.
But our case is also same like injecting in sense of pushing a new set of values through AJAX. So now and then we need to used the form field attribute "validate as True", to get a Permanent and Perfect solution too.