er … uh … how would they change it the option to nothing then if it’s not required?

maybe some way of having them toggle it and then leave them all unselected? --none-- should still be used if they dont select one of the others.

If you set a default value in the Picklst field definition (base Salesforce setup) you will get pre-population of the field to somthing other than None.  But as Pat states - having a “not required” field really means showing None. 

You can make it required in the UI if you don’t want to mess with the base Salesforce setup.  That is a field level property.