Sorting error message "missing column/row name"

I'm trying to alphabetically sort a column "A", plus 3 adjoining columns "B, C, D". Under Data/Sort I get message "missing column/row name". I'm not erroneously mixing numbers and words in the sort column. Every cell in Column A has an entry to alphabetize, though columns B, C, and D don't. I originally created column A by importing the entries from a non-Excel list. Excel then created column A. Could this be the source of the problem?