Based on your code and using an alternative notation for the while
<?php
$sql_consulta = 'SELCT * FROM pais ORDER BY nombre';
$consulta = mysqli_query($cone, $sql_consulta) or die(mysqli_errno());
?>
<select name="pais" id="pais">
<option disabled>Selecciona un Pais</option>
<?php while ($fila = $consulta->fetch_assoc()): ?>
<?php $atributo = ($fila['nombre'] == $nombre) ? 'selected' : '' ?>
<option <?= $atributo ?> ><?= $fila['nombre'] ?></option>
<?php endwhile; ?>
</select>
The line that does everything is this
<?php $atributo = ($fila['nombre'] == $nombre) ? 'selected' : '' ?>
since if the name value of the row is the name you are looking for it assigns 'selected' otherwise it assigns empty.