I don’t think you can keep the main link on a drop down menu. When you click on it, it drops down and shows you the other links you added beneath it. If you keep the main link then the menu would not pop down.
To get around this simply add it back as another link under the pop down menu. You can always rename them slightly different. Think of the main drop down button as a category and the things that drop down as the links.
Here’s an example for an online shop drop down menu:
Shop
-Shop
-Category 1
-Category 2
But it looks silly having “Shop” written twice so do this:
Shop
-All Items
-Category 1
-Category 2