You are trying to add a new budget row below the cost center, you need to select a cost center before running the create action(Add Budget row) and this is mandatory, we need to tell the system under which cost center we are adding this new row.
So first select the cost center and click the Add budget row button.
Why in your DB view you are not seeing any cost center?
Re: Invalid Selection, please select items from the '#Cost Center > General Sub Cat' list
@pleong Pls make sure you have selected the cost center not the roll-up of the cost center. Create action will not work if you select other levels and will get this error only. Check again the cost center selection.