Assuming that your data range of interest is A1:A10 and A1 is a header row, perform the following ..
1) Select A2:A10
2) Data | Validation | Custom..
4) Enter any error messges if you'd like, Ok.
Notice the relative reference of A2, that means that A2 is the selected (off-color) cell when you selected your range (clicked A2, then dragged down to A10 and released mouse). Now if you enter "a" in A2, then you cannot enter it in A3:A10, and vice versa if you entered "a" in A5, then you cannot enter it in A3, etc.