Select the cell in which you wish to place the drop down. In the ribbon at the top of the sheet, select "Data" then, in the "Data Tools" group select "Data Validation".
In the dialogue box that then appears, select "List" from the "Allow" drop down. Ensure that both the "Ignore blank" and the "In-cell drop down" boxes are ticked. Next, in the Source box that appears, type in your sheet names like this:-
Sheet1,Sheet2,Sheet3 (use your actual sheet names here).
with commas as shown but no spaces. Don't place a comma after the last sheet name. Click OK.
Your list of sheet names should now appear in the selected cell.
Most importantly: will the outcome of that wrapped function be an average for EACH year (n= 20) or an average of all years? I'm looking for the first.
As I don't know the set out of your workbook, I can't answer your question. You'll have to try the function and see for yourself if the correct result appears. However, based on the formula that you supplied, as far as I can tell, it will average whatever numerical data you have in your selected range (Column P) for the selected year sheet.