Make your multiselect field required. Aside from that, you can't. You can also supply your own blank value by having the first option in your multiselect field have an empty value then specify whatever text you like for label (e.g. - Select Types -).

To select nothing means you need to click 1, then ctrl + click it, or ctrl + click everything you want to deselect. It's not very user friendly. This is a non-issue with the blank value. The empty value is not stored in the database as it's skipped during storage processing for multiselect fields so it doesn't matter if it's selected with other values. No, there is no way to disable the blank value beyond making the field required.