Add initial option and ignore this option in Required Validator
You need to change in two things:
1- On pageLoad function add the below:
ddlCity.Items.Insert(0, new ListItem("--- select one ---", "-1"));
2- In front code in specific in RequiredFieldValidator
Add InitialValue="-1"
<asp:RequiredFieldValidator ID="RequiredFieldValidator5" runat="server" CssClass="requiredMsg"
ValidationGroup="AddRequest" ControlToValidate="ddlCity" InitialValue="-1"
Text="Required Field" Display="Dynamic"></asp:RequiredFieldValidator>
By that the --- select one ---
option is initial value.