This is not something you did wrong, but rather a version difference between the crash course material and your Studio Pro version.
The course screenshots are based on older Mendix versions where the User roles field was implemented using an Input Reference Set Selector. In that widget, you could explicitly choose the displayed attribute (for example, Name instead of ModelGUID).
In newer versions like Studio Pro 10.24.x, Mendix automatically uses a Combo Box for this scenario. This widget does not expose the same “data source attribute” configuration, which is why you cannot perform step 3 exactly as described in the course.
Because of this change:
This is expected behavior and has come up multiple times in Mendix Forum discussions when following older tutorials on newer versions.
The good news is that the Combo Box already handles display values correctly (usually showing Name), so there is no functional issue. You can safely skip this step and continue with the course.
If you still want to match the course exactly, you can manually replace the widget with a Reference Set Selector, but this is not required.
If this resolves your issue, you can mark it as accepted.
Seems that the course and the Mendix version has a mismatch.
According to what is stated in your post I think you can just skip this step and continue with the next steps.