I've been trying to figure out how I can have a class feature option allow players to make another option. The example is I have a class feature option that says when you pick this option you pick a damage type, but how do I make it so when you pick this option you can than pick a damage type? Please help and thank you.

That depends, to what end are the picking the damage type?

So when players pick the warlock subclass, they get four different options to pick from, one of those options I then want them to be able to pick a replacement damage type that they can then use for their spells. Example is they pick the class feature option from the four options, an then pick Acid or Cold so they can have the option to change a spells damage type to the chosen type. 

Since it won’t actually change anything in the system you could simply put it in plain text and the player can make a not of their chosen damage type directly on their character sheet. That would be the simplest way.

Got it, was just wondering if there was a way to make the options have drop down menus after selecting them. Thank You!

If it were granting Proficiency or something then you could use the “Choose a [whatever]” Modifier subtype, but that doesn’t exist for damage types with the Resistance and Vulnerability Modifiers.