When I select the first row or cell in a column, then go to data / filter /
auto filter, the drop down arrow goes into the second row, and that cell is
not in the list.
For example:

Column A
Model
AB
ABC
ABD

Applying the auto filter has the arrow showing in the cell with "AB" and
that selection is not in the drop down.
This happens no matter where I have the cursor when selecting the auto filter.

Is there a setting I have incorrect?

Thanks