"Required" is only for "text" input fields. (Hence the description of "Text Required").
To force selection of an attribute, you need to:
a. add an attribute that is Display-Only (ie: a color swatch that says "Please Select a Color").
b. Make it default.
This forces the customer to choose something "other than" the default (since the "default" is set to "display only").
For more complex attribute questions, please post them to the main support forum.
Please include which version of Zen Cart, and a link to your site URL.