import wx

class Dialog(wx.Dialog):
    def __init__(self, parent):
        wx.Dialog.__init__(self, parent)
        panel = wx.Panel(self)

        lst = wx.ListCtrl(panel)
        lst.Append(["Hello"])
        lst.Append(["There"])

        lst.Select(0)
        lst.SetFocus()

app = wx.App()
dlg = Dialog(None)
dlg.ShowModal()
dlg.Destroy()