Cannot create a FIFO SQS through CLI
SQS FIFO queues are one of the rare services that weren't available in N. Virginia on launch.
See: https://aws.amazon.com/about-aws/whats-new/2016/11/amazon-sqs-introduces-fifo-queues-with-exactly-once-processing-and-lower-prices-for-standard-queues/
FIFO queues are now available in the US East (Ohio) and US West (Oregon) regions, with more regions to follow.
Try running the command in one of the supported region.
Ohio:
aws sqs create-queue --queue-name my-queue.fifo --attributes FifoQueue=true --region us-east-2
Oregon:
aws sqs create-queue --queue-name my-queue.fifo --attributes FifoQueue=true --region us-west-2
Update: Nowadays, North Virginia has support to FIFO SQS Queues.