"Chan eil aon phiuthar agam."
Translation:I do not have one sister.
Thinking about it, you are right. However I think I was put off by the English. It does not get across what the Gaelic means. You might say
I do not have even one sister
I do not have any sisters [at all]
but I think the sentence they give would be avoided as it would probably be interpreted as
I do not have precisely one sister.
Of course you could clarify it with intonation in spoken English, but that is simply not available on Duolingo. We have to accept we are translating from written English.
The word had an s in to start with, as it is basically the same word as sister, but it did not lenite in the normal way. The lenited word sounded like an f or ph. That led to Gaelic speakers thinking it actually began with a p. So the answer, rather surprisingly, is definitely an f, even though piuthar used to begin with an s.