Interesting. I also thought that their message may be faulty, so I went ahead and used my new PW with special characters - WGT refused my login. I went back to the old, logged in, changed to different special characters and they refused me again.
I removed the special characters and it worked. So, either WGT doesn't have the same security for all platforms, or their allowed special characters are extremely limited, and, they're not telling us which are acceptable!
I guess I'll lust change my PW every 60 days or so...