If that character does not exist on your default keyboard layout (which is the keyboard layout that AutoHotkey will use for hotkeys), you will get the message "Note: The hotkey ß will not be active because it does not exist in the current keyboard layout." This is
not an error message and will not stop the script from starting.
The error message "Invalid Hotkey" does not appear for single-character hotkeys. However,
if you save the file in the wrong encoding, the character ß (encoded with two bytes) may be misinterpreted as two characters. This will not work on any keyboard layout.
The full message you get is probably this:
Error at line 1.
Line Text: ß::SendRaw -
Error: Invalid hotkey.
The program will exit.
See
Script File Codepage.