Please confirm what you want. Is it:

There are values in column  A
Entries can be made in any other column on the spreadsheet.
If an entry is made it must not match any of the items in column A.

What do you want to happen if a user  tries to put in a matching entry?
Message box? cancel the entry? colour it red?

It will tell you not allowed to enter  in any column  unless the column 'A'
is populated.
By the way, column is is a drop-down list(Validation list). Message box is
display when this occurs. It is better if the you colored it red.

Try This

Private Sub Worksheet_Change(ByVal Target As Range)
If Not Intersect(Target, Range("A:A")) _
Is Nothing Then Exit Sub
If IsEmpty(ActiveSheet.Cells(Target.Row, 1)) _
And Target.Value <> "" Then
MsgBox "You must complete column  A first", vbOKOnly, "Error!"
Target.Value = ""
ActiveSheet.Cells(Target.Row, 1).Activate
End If
End Sub