I cannot reproduce this behavior. It always starts at the top for me.
Is this a standard data validation drop-down on the worksheet, or is it on a user form?
How exactly was it created?
How is it being populated?
Also, which version of Excel are you using?
Note that if the cell already has a selection (so it is not empty), when you click on the drop-down, it will start with your selection (that is expected behavior).
But if the cell is empty, it should start showing the options from the top.