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How do I change the default setting for 'Shape fill'? The default is a blue gradient, I want it different

There is no option to change the default settings of an object.
However, you can save the shape with your preferred settings as a block so you can quickly load it from the Blocks toolbox.

Need a little more info - 'preferred settings?' are where?

Pablo said 'with your preferred settings'. In other words, create a shape, choose the settings you want as default (since you don't like it being a gradient) and save it as a block. Then when you need to add a shape, simply drag it from the blocks.