If you have never been and AAdvantage member, then AA created an AAdvantage account number for you associated to your US Account (that is, if you are in the same situation as the OP). Now, if you did not use this number (because you did not know it or did not have one) when you applied for the Citi AA card, then you most have left the AAdvantage number in the application blank, meaning they created a new one for you to deposit the miles earned.
So Citi was correct, you need to call AAdvantage and they will figure out both numbers and pretty much merge the accounts into a single one (I do not know which one you ll keep) or give you your AAdvantage number and start getting all your miles there. Hope this helps.