Hi,
I'm not sure what you're trying to achieve. A dropdown always have to have a value selected. It's not possible to not have a value selected.
Even in HTML, if you don't add the "selected" attribute to any option of a dropdown, the browser will automatically select the first option of the dropdown.
So yes, adding empty value (or a "please select" value or something similar) is often done in such case.
Then, you're talking about "the list on front end". What is that list ? Are you talking about a listing of products ? A filter based on that custom field ? Something else ?