If you typically have "Please Select" (or another text), as the first thing in a pull down, you may ask if there is a way to validate that the person has made some selection as long as it's not the first entry?
A workaround for this kind of situation will be:
and you can use "List of Values" validation with:
"Fail with the following values" -> "pleaseselect"
This will make the validation to fail if the first option of the popup menu was selected.