You need to open the default font and change the fonts in there, then carefully save it with the same name in the same place to override the existing default file. This will ensure that your choices are in place for all new files created. 

Can you tell me how to open the default font in order to change it? Will that be within Finale or somewhere else?

Oops, sorry, I should check more thoroughly before I hit Submit.

I meant change the default FILE

Open a new file from the default file. It will be called "Untitled" and will have all of Finale's default settings. Edit it to contain all the things you want your new files to contain:

change fonts

change line thicknesses

add expressions that you will use

add smart shapes you will use

update slur settings

change the default page size for score and parts, their margins, staff sizes etc

Anything you can think of that you would like to see in a new file when you open one.

Next Save as and give it exactly the same name as your Finale default file and save it to replace the existing one.

On Apple OSX its:

Mackintosh HD>Library>Application Support>MakeMusic>Finale>Music Files>Default Files>MaestroFontDefault.musx

(Or Handwritten, or JazzFont, depending which you use. To change system file you will need to enter your password. This file should now open each time you use the setup wizard as your default file.

Anyone on PC might give the directory for the same file in Windows.

Thanks. I edited the default document, but I need to save it in its original location in the registry, right? I've hunted all over for that document and cannot find its location in the registry. Do you know?

Sorry, I use Mac so the directory will be different. Hopefully you can search for the original file and then replace it. The file name is 

MaestroFontDefault.musx

Try

C:\Users\YourUserName\AppData\Roaming\MakeMusic\Finale\Music Files\Default Files

AppData is a hidden file, so you'll need to tell Windows to show hidden files.

You may be able to access it by typing

%AppData%\MakeMusic\Finale\Music Files\Default Files

into a Windows file box