When you are not bound to a dropdown, and could use a radio button instead;
The radio button doesn’t show the empty value out of the box
Use this custom widget this may help you. This widget will allow you to fully customize the bahaviour of the dropdown widge.
You could tweak it with some css to not display the empty option at the top. Do note that this is default Mendix behavior and maybe useful in some cases. If you want to target a specific dropdown widget wrap it with a custom class and assign styling to it.
Take a look at styling documentation in Mx 8:
Some references from other forum post: https://forum.mendix.com/link/questions/107349