Drag your droplist onto your form. Click on the "Object" palette tab. Now click the "Field" tab.
You should see:
Appearance: Sunken Box
List Items and a green + sign.
Click the + sign. A text box will open below and allow you to make your first entry. If you want the first entry to be blank, Click in the text field and space bar 3 x and enter. A new text field appears.
Let us know if you need more help