You have to add a new TXT Record to validate your domain. The instructions tell you to put @ as the Name (Host), and give you the text to put into the Value.
Ok, no problem. When you go into the Zone editor in cPanel, you select to add a new TXT record, and type @ for the Name, just like the instructions said. In return, cPanel tells you "You must specify a valid zone name."
Instead of typing @, type the domain name.