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CCK would natively display such a single-value select list as follows:
If the field is required, the first selectable option is pre-selected. This would allow the end-user to successfully submit a form without actually selecting anything from a required select list, effectively making the "required" property obsolete.
If the field is not required (optional), a non-value option "- None -" will be added on top.
CCK Single Select (this module) changes the first (default) option of each single-value select list as follows:
If the field is required, a non-submittable customizable option will be added on top (defaults to "- Please select an option -"). This forces the end-user to actively select one of the provided options in order to successfully submit the form.
If the field is not required, the non-value option on top will be made customizable (defaults to "- No selection -").