Select field unselected at first

For the Select field what is the best practice for not having any of the Options selected first by default.

I had my first option as “Select” for the label and nothing entered for the “Value”. But this is not working anymore i.e. on the front end the select field is empty instead of the Select option user prompt.

I guess this still works OK and might even be better than presenting the user with “Select”, but just wanted to check. Is this an upgrade? And am I doing this right

Thanks,