Thanks, Mike. In the right direction, but not quite. I don't want the default value to be the first item in the List Lookup. I just want the default to be blank. Can you think of a work-around for that?
this is pretty easy...
Just open the Settings of the drop-down list and then maximise the Appearance section.
At the third position you have to switch to yes.
Then leave the textbox empty:
Save and exit and now you will have a drop-down without the message.
I meant the third point in the Appearance section. Sorry - I have only the german version of Nintex - so I didn't get the english description. Please have a look at the answer from Mike - he added an english screenshot.