Extjs 4.1 How to select first item in combo

this works for me

var combo = Ext.getCmp('myId');
combo.select(combo.getStore().getAt(0));

This should do the trick. You basically need to select the first value, make it re-query so that it can clear the filter and then send focus back to the field (optional):

Ext.onReady(function () {
    // The data store containing the list of states
    var states = Ext.create('Ext.data.Store', {
        fields: ['abbr', 'name'],
        data : [
            {"abbr":"AK", "name":""},
            {"abbr":"AL", "name":"Alabama"},
            {"abbr":"AZ", "name":"Arizona"}
        ]
    });

    // Create the combo box, attached to the states data store
    var combo = Ext.create('Ext.form.ComboBox', {
        fieldLabel: 'Choose State',
        store: states,
        triggerAction: 'all',
        queryMode: 'local',
        displayField: 'name',
        valueField: 'abbr',
        trigger2Cls: 'x-form-clear-trigger',
        enableKeyEvents: true,
        onTrigger2Click: function (args) {
            // Select the first record in the store
            this.select(this.getStore().getAt(0));
            // Force a re-query to clear the filter
            this.doQuery();
            // Send focus back to the field
            this.focus();
        },
        tpl: new Ext.XTemplate('<tpl for=".">' + '<li style="height:22px;" class="x-boundlist-item" role="option">' + '{name}' + '</li></tpl>'),
        renderTo: Ext.getBody()
    }); 
});

Obviously, the re-query and focus are optional. You could easily remove them from this code.

Alternately, you could use the this.select(this.getStore().getAt(0)); and then do this.blur() to select it and then immediately get rid of the unpopulated list.