...
        public Window1()
        {
            InitializeComponent();
            InitCombo1();           
        }

        private void InitCombo1()
        {
          
            Combobox1.Items.Clear();
            SqlCommand cmd = new SqlCommand("SELECT * FROM master.dbo.sysdatabases", con);
            con.Open();
            SqlDataReader dr = cmd.ExecuteReader();
            
            if (dr.HasRows)
            {
                while (dr.Read())
                {
                    
                    Combobox1.Items.Add(dr["Name"].ToString());
                    
                }
               
                con.Close();
            }
            if (Combobox1.Items.Count > 0)
            {
                Combobox1.SelectedIndex = 0;
            }

        }
        ...

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Text;
using System.Threading.Tasks;
using System.Windows.Forms;

namespace WindowsFormsApplication1
{
    public partial class Form1 : Form
    {
        public Form1()
        {
            InitializeComponent();
            InitCombo1();
            comboBox1.SelectedIndexChanged += comboBox1_SelectedIndexChanged;
        }

        void comboBox1_SelectedIndexChanged(object sender, EventArgs e)
        {
            InitCombo2(comboBox1.Text);
        }

        private void InitCombo1()
        {
            List<string> arr = new List<string> { "один", "два", "три" };
            foreach (var s in arr)
            {
                comboBox1.Items.Add(s);
            }
            comboBox1.SelectedIndex = 0;
            InitCombo2(comboBox1.Text);
        }


        private void InitCombo2(string value)
        {
            comboBox2.Items.Clear();
            comboBox2.Items.Add("выбираем значение = " + value);
            comboBox2.SelectedIndex = 0;
        }

    }
}