to answer the question: this is not possible.
AFAIK, (HTMLwise) there’s no way to add a placeholder to select tags.
A lot of devs I know however tend to use disabled selected
combination for the option…
<select>
<option value="" disabled selected>Select your option</option>
<option value="ydasdas">ydasdas</option>
<option value="dasda">dasda</option>
<option value="ydagfdsdas">ydagfdsdas</option>
<option value="ewefsdf">ewefsdf</option>
</select>
I have checked CF7’s source code (version 4.3.1), and there’s no easy way we can achieve this html format.
You can go the hard way by removing wpcf7_add_shortcode_select
action on wpcf7_init
and add yours instead.