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For a multiple-choice field, you cannot enter a blank line as a choice in the list of options. If you do, the blank line gets removed when you apply your changes. However, you can leave the "Default Value" option blank. If you leave the default value blank, then the Add Record and Edit Record forms will have blank selected in the drop-down list.
If the "Required" check box is selected, then you can't save the record with blank selected. If the "Required" check box is cleared, then you can save the record with blank selected.