<select name="cc">
    <?php display_countries(""); ?>
</select>

// Call `display_countries` with empty string to all countries
// Call `display_countries($country_id)` then option will displayed as selected.


<?php

function display_countries($country_id) {

    // write your query
    $query = "SELECT country_id, country_name FROM Countries";

    // now run your query with connection or link
    $run_query = $link->query($query);

    // here option will be display and we will stored and get it from the array
    while ($r = $run_query->fetch_array(MYSQL_BOTH)) {

        $is_selected = "";  // first is_selected to empty
        if ($r['country_id'] == $country_id) {
            $is_selected = "selected"; // $country_id is equal to id from the database then its a selected option
        }

        // print the required option for selected with $is_selected variable
        // $r['country_id'] and $r['country_name'] are the column name from database
        echo "<option value='" . $r['country_id'] . " $is_selected '>" . $r['country_name'] . "</option>";


    }


}