Apple's HIG explains it likes this:

  "At a minimum, you should display an insertion point in the one
   of the edit text fields (usually the first field) when the 
   dialog box is opened."

   
<http://developer.apple.com/techpubs/mac/HIGOS8Guide/thig-46.html#HEADING46
-0>

The HIG does not mention list fields per se, but based on examples in the 
OS and in their "example application", AppleWorks, the principle seems 
consistently applied to those field types as well.

Like Scott Rossi and Jacque, I've had situations where I've had to break 
from convention to present a list with nothing selected.  And like them, 
I found that putting another dummy field offscreen, however odd this may 
sound, satisfies this unconventional need at least as effectively as the 
types of kludges we've had to use in other tools to get _conventional_ 
behavior. :)



- Richard Gaskin 
  Fourth World
  Multimedia Design and Development for Mac, Windows, UNIX, and the Web
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