TSQL Challenge #18 Blues

I'm working on TSQL Challenge #18, and hitting up against a brick wall. The challenge involves building a calendar for given months of interest (month/year that is). So I build a CTE that first figures out the first & last day of the month, then the week numbers for those days. Matching the week numbers against a tally table, I can then tell which weeks that the days of a particular month will span - those weeks then become rows in the results. I then build a CTE to hold all of my days of interest, with the week number and day-of-month as columns. Using my 'Weeks' CTE as a base, I LEFT JOIN the 'Days' dataset seven times - one for each day of the week.

This is the error I encounter: "The conversion of a char data type to a datetime data type resulted in an out-of-range datetime value." If I limit my day-related tally table to a max of 28 (rather than 31), the error disappears, but I don't get any days in my calendar past the 28th of course. The weird thing is, if I set the tally to max of 31, and I select from the 'Days2' CTE, I don't get an error, and all the days I expect to see are present. Something strange is going on under the hood of SQL.