As a supplement to @Mofi's Answer:
The Choice command can be executed within a for /F loop allowing the choice option to be used directly as opposed to assessing errorlevels. The /N no prompt switch must be used, and the use of the /M custom prompt switch must be excluded.
The syntax for getting the actual key pressed as opposed to the errorlevel is:
@ECHO Off & Goto :main
====================================
:::  Script Break - Functions    :::
====================================
====================================
:main                            :::  
====================================
:::      Macro Definitions       :::
====================================
(Set \n=^^^
%= Newline var \n for macro definition - Do not modify. =%)
 If "!![" == "[" (
  Echo/DelayedExpansion Not permitted prior to Macro Definition.
  Exit /B 0
 )
========================================== ::: MENU macro prep and Definition :::
rem /* Key index list Allows 36 menu options. Component of Menu Macro /*
 Set "ChoList=0123456789ABCDEFGHIJKLMNOPQRSTUVWXYZ"
rem /* Menu macro Usage: %Menu% "quoted" "list of" "options"
==========================================
==== Set Menu=For %%n in (1 2)Do if %%n==2 (%\n%
%= Output Dividing Line                 =%  Echo(!DIV!%\n%
%= Reset CH# index value for Opt[#]     =%  Set "CH#=0"%\n%
%= Undefine choice option key list      =%  Set "CHCS="%\n%
%= For Each in list;                    =%  For %%G in (!Options!)Do (%\n%
%= For Option Index value               =%   For %%i in (!CH#!)Do (%\n%
%= Build the Choice key list and Opt[#] =%    Set "CHCS=!CHCS!!ChoList:~%%i,1!"%\n%
%= array using the character at the     =%    Set "Opt[!ChoList:~%%i,1!]=%%~G"%\n%
%= current substring index. Display.    =%    Echo([!ChoList:~%%i,1!] %%~G%\n%
%= Increment Opt[#] Index var CH#       =%    Set /A "CH#+=1"%\n%
%= Close CH# loop                       =%   )%\n%
%= Close Options loop                   =%  )%\n%
%= Output Dividing Line                 =%  Echo(!DIV!%\n%
%= Select option by character index     =%  For /F "Delims=" %%o in ('Choice /N /C:!CHCS!')Do (%\n%
%= Assign return var OPTION with the    =%   Set "Option=!Opt[%%o]!"%\n%
%= value selected from Opt[CH#] array.  =%  )%\n%
%= Capture Macro input - Options List   =% )Else Set Options=
========================================== ::: End Menu Definition :::
rem /* Get console width for dividing line. */
 for /F "usebackq tokens=2* delims=: " %%W in (`mode con ^| findstr Columns`) do Set /A     "Console_Width=%%W"
rem /* Enable environment for macro expansion */
 Setlocal EnableDelayedExpansion
rem /* Build dividing line. */
 Set "DIV="&For /L %%i in (2 1 %Console_Width%)Do Set "DIV=!DIV!-"
====================================
:::         Script Body          :::
====================================
rem /* Optional - Define an Options list. */
 Set "Loot[1]= "ring" "dead head" "blood stained map" "strange box""
:menu
 CLS & Title %~n0
 %Menu% "exit" %Loot[1]%
 If "!Option!" == "exit" (Endlocal & Goto :Eof)Else Echo/You chose !Option!
rem /* Optional - remove selected option from list of options. Options should be Doublequoted with leading whitespace. */
 Set "Loot[1]=!Loot[1]: "%Option%"=!"
rem /* Do whatever you want with your option here. Execute it, use options as label names to call etc. */
 Pause
Goto :menu