1. Create a new project
2. Check "This build is parameterized"
3. Add a choice variable
4. Enter a name for it in the "Name" field
5. In the "Choices" box, enter 4 items like so, such that the first item is a blank line:

A
B
C
6. Click Save
7. Click Configure
8. The first (blank) line has been removed so the choices are now:
A
B
C

It appears that a workaround is to use a space as the first line, but this will not be a possible option for many projects.