I was Googling. I come around this: "If you've never used your bitcoin wallet, you MUST use it for a transaction before attempting to transfer - otherwise, Bittrex will not recognize your wallet as legitimate and allow the transfer. "
Bittrex is just an exchange,it has no way associated with how the bitcoins and transactions work.If they don't have better ways of recognising a fake wallet,they should stop operating.
Is it true? That doesn't make any sense.

What if you buy some altcoin, that you never owned before. You won't be able to withdraw it to wallet?
Doesn't make sense.Avoid them.This is ridiculous way of finding legitimate wallets.