JSFiddle - React, Tailwind, and code Playground

HTML

<select>
    <option>Option 1</option>
    <option>Option 2</option>
    <option>Option 3</option>
</select>

JavaScript

var select = $('select');
select.oldSelected = select.val();
select.on('change', function(e){
    if(confirm("Sûr de votre choix ?")){
        select.oldSelected = select.val();
    } else {
        select.val(select.oldSelected);
        e.preventDefault();
    }
});