If you want a stable sort you need some kind of criteria to distinguish the "first" row from the "real" ones:
select column_name
from (
select 'please select' as column_name, 0 as sort_order
union all
select column_name, 1 as sort_order
FROM MY_TABLE
) t
order by sort_order;
Note that the sort order for the actual data is undefined in this case because all rows from the table get the same "sort_order" value. If you e.g. want the real rows to be sorted alphabetically, you can add the display column to the order by: `order by sort_order, column_name.
The above assumes that my_table.column_name is a character data type. If it is not, you need some type casting.