You need to create ListItem object and its Selected property set true value. Please see the code bellow
<div>
<asp:checkboxlist runat="server" id="chkList" />
</div>
protected void Page_Load(object sender, EventArgs e)
{
var item = new ListItem("Good Morning");
item.Selected = true;
var item2 = new ListItem("Good AfterNoon");
item2.Selected = true;
var item3 = new ListItem("Good Eventing");
chkList.Items.Add(item);
chkList.Items.Add(item2);
chkList.Items.Add(item3);
}