Please select - dropdown box

Hi,
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Using Chronoforms7 how do I achieve the equivalent of the 'Show Empty' setting in a dropdown field in Chronoforms 4.
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For example 'Show Empty' was set to 'Please Select' so that would appear at the top of the dropdown, but couldn't be selected as an option in the dropdown.
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I'm definitely missing something!
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Thanks.

Thank you so much Colnem, feeling a little bamboozled with V7. The videos don't have any of the things I need and I can't seem to find and documentation.

I have another question about this. I have two address areas on my form, one for the user, one for their vet details. The vet address details are not required fields.
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V4 form can be seen here https://www.german-shepherd-rescue-scotland.org.uk/need-our-help
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V7 form is set up as follows:-
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I have dropdown vet_region that is not required.
I have the first value as NULL (empty box), text is set to 'Please Select'.
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In V4 nothing would be sent in email, just a blank field. V7 sends 'Please Select'. How do I stop this?
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Thank you.

Modify Option Please Select, adding Value = 0 (for example)
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In Behaviors/Data, add an Alternative Data
In Add New Alt Data Set:
Data scope: Email content
Add New Value:

     Rule =                               Field Value =0                               New Value (let to empty)

Thank you Colnem, I would never have figured this out, I really appreciate your help.