Attributes are a combination of the option NAME, and then various option VALUES associated with each name.
So the first thing to do is set up option NAMES (which you appear to have done... Size and Colour).
I would suggest in Option NAMES manager for these names, select DROPDOWN as the field choice.
Now, let's focus on the option name - Size
Go to Option Values Manager.
There, you will see a selection dropdown for the NAMES. You should have 2 choices there, Size and Colour.
STEP 1
Choose Size
STEP 2
in the field named en: type Choose a Size.
STEP 3
in the field named Sort, type 0 (a zero)
STEP 4
Click INSERT button
(Go back to STEP ONE and choose Size again)...
STEP 2
in the field named en: type Small.
STEP 3
in the field named Sort, type 10
STEP 4
Click INSERT button
(Go back to STEP ONE and choose Size again)...
STEP 2
in the field named en: type Medium.
STEP 3
in the field named Sort, type 20
STEP 4
Click INSERT button
(Go back to STEP ONE and choose Size again)...
STEP 2
in the field named en: type Large.
STEP 3
in the field named Sort, type 30
STEP 4
Click INSERT button
You now have an option NAME = Size
... with the following Option VALUES
**- Choose a Size
In Attributes Manager, select the PRODUCT to which you want to apply the option of Size...
Then, in the left-hand dropdown highlight Size
In the right hand dropdown, highlight Choose a Size - [SIZE]
Click INSERT button
Now, repeat this for other size VALUES...
EG;;;
In the left-hand dropdown highlight Size
In the right hand dropdown, highlight Small - [SIZE]
Click INSERT button...
Continue until you have all 4 option VALUES selected.
Now, you need to make "Choose a Size" a DISPLAY ONLY option, so look at the LEGEND table...
Click the little red X icon relating to DISPLAY ONLY so it turns to yellow.
Then click the DEFAULT icon so its little red X turns ORANGE.
Now, at the top, click the button that says UPDATE SORT.
Go to that product in your shop front.
You will see your product with the assigned size values, with "Choose a Size" as the first option on display.
If a customer fails to choose a size, then he/she will be prevented from proceeding to the cart, until they make a valid selection.