After completing the data operation:
ddl.Items.Insert(0, "---Select---");
This will add it as the first item in the list.
Alternatively, you can add a new ListItem instead of a string so that you can have the actual value instead of the string as a drop down list.
So you can do something like:
ddl.Items.Insert(0, new ListItem("---Select---", Guid.Empty.ToString());
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