var characters = {
        yuno: 'ゆの',
        miyako: '宮子',
        sae: '沙英',
        hiro: 'ヒロ',
        nori: '乃莉',
        nazuna: 'なずな'
    },
    $select = $('.my-select'),
    $option,
    isSelected;

$.each(characters, function (value, name) {
    isSelected = (value === 'miyako' || value === 'nori');
    $option = $('<option>')
        .val(value)
        .text(name)
        .prop('selected', isSelected);
    $select.append($option);
});

보충하여 기록하다

var characters = {
        yuno: 'ゆの',
        miyako: '宮子',
        sae: '沙英',
        hiro: 'ヒロ',
        nori: '乃莉',
        nazuna: 'なずな'
    },
    $select = $('.my-select'),
    $option,
    options,
    isSelected;

// コールバック関数の引数の順序が $.each と異なることに注意。
options = $.map(characters, function (name, value) {
    isSelected = (value === 'miyako' || value === 'nori');
    $option = $('<option>', { value: value, text: name, selected: isSelected });
    return $option;
});

$select.append(options);