If you're trying to revolve this about the end of the triangle, you are getting a zero thickness error. The 3D shape at the pointy end of the triangle is just a single point thick, with air on both sides of the point. This is geometrically something that CAD systems generally hate. To make this work, you would have to pull the point of the triangle away from the axis a slight amount (which would make a shape with a hole in the middle or make it a 4 sided shape where there is a straight line coincident with the axis (which would give the solid some thickness at the center).
Yes, Matt has this right -- there is no "material" right at the vertex that lies on the coordinate system. It is not physically possible to create such a part in the real world either. What are you trying to do -- is this just a step along the way to a final result? Or just playing around?