putting message in dropdownlist in react

I am calling an API and output of that API I am putting on the dropdown list.

These are the country code in my drop down list. I want to put default message in drop down like. "Please select the country code" once user click then he can select countrycode. here by default EF is selected. in place of EF I want to put message.

Below output I am putting on the list.

 componentDidMount() {
    axios.get(`http://localhost:8080/country_code`).then((res) => {
      const countryData = res.data;
      this.setState({ countryData });
      alert(countryData);
    });
  }

dropdown code

 <select
            name="countriesValue"
            value={this.state.countriesValue}
            onChange={this.selectCountryCode}
          >
            {this.state.countryData.map((countryData) => (
              <option key={countryData} value={countryData}>
                {countryData}
              </option>
            ))}
          </select>

method:-

  selectCountryCode(e) {
    e.preventDefault();
    this.setState({ countriesValue: e.target.value });
  }

state variable

this.state = {
      countryCode: '',
      countryData: [],
      countriesValue: '',
    };

what mistake I am doing in my select

Edit1:-

<select
            name="countriesValue"
            value={this.state.countriesValue}
            onChange={this.selectCountryCode}
          >
            <option value="" selected disabled hidden>
              Please select the country code
            </option>
            {this.state.countryData.map((countryData) => (
              <option key={countryData} value={countryData}>
                {countryData}
              </option>
            ))}

          </select>

After including this line

<option value="" selected disabled hidden>
              Please select the country code </option>

once user select the dropdown this Please select the country code does not appear again

To add a default value to the <select> element, you can add a disabled and hidden option like the following:

<select
 name="countriesValue"
 value={this.state.countriesValue}
 onChange={this.selectCountryCode}
>
 <option value="" selected disabled hidden>Please select the country code</option>
 {this.state.countryData.map((countryData) => (
   <option key={countryData} value={countryData}>
     {countryData}
   </option>
 ))}
</select>