There is no global setting for this, you'll have to do it manually. Open a new blank template & change the font of all of the paragraph styles to the one you want. While you're at it, change any margins, tabs, default table/image/shape/text box styles, etc. Now save this as a template & then set this template as the default for new documents in preferences.
However, this won't affect any existing templates or "foreign" files you open. It is possible to change the template used for those "foreign" files by replacing the blank template buried in the application package. If you want to do that, I'd try on a copy of the application first, just to be safe.