What should be the default option of a required dropdown list?

Given that there is no logically default animal from the list of animals below, what should be the "Default Value" below, according to best practice?

<label for="animal">Animal (required):</label>
<select name="animal">
  <option value="">Default Value</option>
  <option value="0">Cat</option>
  <option value="1">Dog</option>
  <option value="2">Horse</option>
  <option value="3">Pig</option>
  <option value="4">Sheep</option>
</select>

A blank value, <option value=""></option>?

Something visually irritating, <option value="">***CHOOSE ANIMAL***</option>?

Something which blends in but provides instruction, <option value="">Select an Animal</option>?

Something else entirely?

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