Making simple input/output program for assignment

Create a program that prints "You entered a one" if the user enters a 1,
"You entered a two" if the user enters a 2,
"You entered a three" if the user enters a 3.
The program should loop until the user enters a 4, then it should exit.

If a number other than 1, 2, 3, or 4 is entered the program should print "You entered an invalid number".

    org 0200h
    
Main:

    ldx #InMess1<
    ldy #InMess1>
    jsr 0E00Ch
    
    jsr 0E009h
    jsr 0E015h
    
CheckOne:

    cmp #1d
    bne CheckTwo
    
    ldx #OneMess<
    ldy #OneMess>
    jsr 0E00Ch
    jmp Main
    
CheckTwo:

    cmp #2d
    bne CheckThree
    
    ldx #TwoMess<
    ldy #TwoMess>
    jsr 0E00Ch
    jmp Main
    
CheckThree:

    cmp #3d
    bne CheckFour
    
    ldx #ThreeMess<
    ldy #ThreeMess>
    jsr 0E00Ch
    jmp Main
    
CheckFour:

    cmp #4d
    bne Main
    
CheckError:

    cmp #1d>
    cmp #4d<
    ldx #ErrorMess<
    ldy #ErrorMess>
    bne Main
    
    brk
    
InMess1:

    dbt 0ah,0dh
    dbt "Enter 1-4: "
    dbt 0d
    
OneMess:

    dbt 0ah,0dh
    dbt "You entered a one. "
    dbt 0d
    
TwoMess:

    dbt 0ah,0dh
    dbt "You entered a two. "
    dbt 0d
    
ThreeMess:

    dbt 0ah,0dh
    dbt "You entered a three. "
    dbt 0d
    
ErrorMess:

    dbt 0ah,0dh
    dbt "You entered an invalid number. "
    dbt 0d
    
    end

That is my full code for reference but my main problem lies in the invalid input section (error)

CheckError:

    cmp #1d>
    cmp #4d<
    ldx #ErrorMess<
    ldy #ErrorMess>
    bne Main
    
    brk

ErrorMess:

    dbt 0ah,0dh
    dbt "You entered an invalid number. "
    dbt 0d
    
    end

Logically, I know how to do this, but I am unaware on how to do this with 6502 assembly language, and my overall question is how exactly do I include all but 4 select numbers for the error check.

Solution

You don't really need CheckError at all. If you reach CheckFour then the input was something other than 1, 2 or 3. So all you need to do there is:

if input was 4, exit without an error;
if input wasn't 4 then, given that you reached CheckFour at all you already know it also wasn't 1, 2 or 3. Therefore you know the input wasn't 1, 2, 3 or 4. So print an error, and exit.

i.e. something like:

CheckFour:

    cmp #4d
    beq ValidExit

    # If here, then input wasn't 1, 2, 3 or 4.
    ldx #ErrorMess<
    ldy #ErrorMess>
    jsr 0E00Ch

ValidExit:

    end

That said, supposing you wanted to do a range check for absolutely any other reason, cmp sets the negative flag if the result of subtracting the operand from a is negative. So negative is set if a was strictly less than the operand.

So e.g.:

lda #4d
cmp SomeValue
bmi SomeValueWasGreaterThanFour

Or:

lda #1d
cmp SomeValue
bpl SomeValueWasLessThanOrEqualToOne

... and consider using carry rather than sign or SBC if you need to explore a larger range (cf. comments below and Peter Cordes' input).