Add a blank option to a Gravity Forms select element.

wp_gravity_forms_add_empty_dropdown_option.php

<?php
/**
 *  Add a blank option to a Gravity Forms dropdown
 *
 *  @param   object  $form  The Gravity Form
 *  @return  object  $form  The modified Gravity Form
 */
function wp_gravity_forms_add_empty_dropdown_option( $form ) {
    // Select the correct form, then set the id of the field(s) we need to change
    if( $form['id'] == 1 ) {
        $field_id = array(1,2);
    } else {
        return $form;
    }

    // Loop through the form fields
    foreach( $form['fields'] as &$field ) {
        // Check for the field we need
        foreach( $field_id as $id ) {
            if( $field->id == $id ) {

                // Add blank first element
                $items = array(
                    'text' => '',
                    'value' => '',
                    'isSelected' => true,
                    'price' => ''
                );

                // Add to the top of the array
                array_unshift( $field->choices, $items );
            }
        }
    }
    return $form;
}
add_filter( 'gform_pre_render', 'wp_gravity_forms_add_empty_dropdown_option' );
add_filter( 'gform_pre_submission_filter', 'wp_gravity_forms_add_empty_dropdown_option' );
// add_filter( 'gform_pre_validation', 'wp_gravity_forms_add_empty_dropdown_option' ); // Use if ajax isn't enabled
// add_filter( 'gform_admin_pre_render', 'wp_gravity_forms_add_empty_dropdown_option' ); // Use to show blank choice in admin area