For select list/ drop down lists. You may have run into the problem that you need it required and it has a default value that may be overlooked causing a break in data integrity.
in your dropdown allowed values do this
|Select One
Value1|Value 1
Value2| Value 2
Set your default to the "Select One" which is technically a "Null" value since there isn't a key before the pipe "|". This causes the validation message to fire. :)