After some experimenting, I was able to remove the ?0 songs? playlists from the phone, but I actually had to remove them from the xBox Music app on my PC and then they synched over to the phone. I do not subscribe to a music service, but rather purchase songs individually from Amazon, etc. and I had been using Zune in the past to sync my music with my Windows 7 phone.
For my Windows 8 phone, I was able to use Windows Media Player to sync playlists with songs over to my Windows 8 Phone and I now have valid playlists that play music. Yes Windows Media Player, which you can initiate by typing wmplayer in the run command window. After everything synched to the phone, I uninstalled the xBox Music app from my Windows 8 PC and I only run Windows Media Player.
If you previously had all your playlists in Zune, you do not have to totally rebuild them in Windows Media Player, just create a blank playlist in Windows Media Player and then using Notepad or another text editor program you can copy the .xml from the Zune playlist, which should be a .zpl file, to the newly created Windows Media Player playlist which is a .wpl file. Typically the Zune playlists reside in Music\Zune\Playlists and the Windows Media Player playlists reside in Music\Playlists. Also, you only need to copy from the <body> tag to the end.
When finished, it should look like the one below?
<?wpl version="1.0"?>
<smil>
<head>
<meta name="Generator" content="Microsoft Windows Media Player -- 12.0.7601.17514"/>
<meta name="ItemCount" content="2"/>
<title>Wedding Prelude</title>
</head>
<body>
<seq>
<media src="..\Bob Carlisle - Butterfly Kisses.mp3" serviceId="{AD783200-0100-11DB-89CA-0019B92A3933}" albumTitle="Simply Bob Carlisle" albumArtist="Bob Carlisle" trackTitle="Butterfly Kisses" trackArtist="Bob Carlisle" duration="340692"/>
<media src="..\Lonestar - Amazed.mp3" serviceId="{E7767D00-0100-11DB-89CA-0019B92A3933}" albumTitle="16 Biggest Hits" albumArtist="Lonestar" trackTitle="Amazed" trackArtist="Lonestar" duration="241088"/>
</seq>
</body>
</smil>