Assistance with SQL Parameters in Power BI - Help with creating a list from SQL Query

So I have been trying to follow this link to create a list in Power BI. For a little background, I am attempting to create a dataset within Power BI that has products, their list price, quantities sold, etc. But I would like to filter this by category and eventually by subcategory using AdventureWorks2014 Database. It was incredibly difficult to figure out a way to do this with step by step guides. (Are there any clear resources that discuss this?...I came across some questions on this forums and the answers pointed to a blog that wasn't of much help). I finally came across this link that provided me a little clarity https://www.mssqltips.com/sqlservertip/4475/using-parameters-in-power-bi/. I have to create a list, I can't simply simply do a normal SQL query like the one I was sttempting to do, because when I select for Query when creating a parameter, the list does not show up. Below is my code, where AventureWorks2014 is the database, dbo is the schema, Production.ProductCategory is the table and "Name" is the field I want to create a list from.

let
    Source = Sql.Database("localhost", "AdventureWorks2014"), 
    dbo.Production.ProductCategory = Source{[Schema = "dbo", Item = "Production.ProductCategory"]}[Data],
    #"Added Custom" = Table.AddColumn(dbo.Production.ProductCategory, "Name"),
    CategoriesList = #"Added Custom"[ProductCategoryID],
    #"RemovedDuplicates" = List.Distinct(CategoriesList)
in
    #"RemovedDuplicates"

I get the following error:

Expression.Error: The key didn't match any rows in the table.
Details:
    Key=Record
    Table=Table

What am I doing wrong? And is there a way to create a key, value pair list? Where I could have the categoryID matched with the categoryName? Although I don't think it would be necessary for my purposes.