Navigate to your Templates folder (often %appdata%\Microsoft\Templates), and locate the Normal.dotm template, then r/click and open as a document.

Insert a line shape and change its colour to a colour of your choice. You can also set the line weight if you wish.

Right-click the line and click Set as Default Line.

Now Delete the line.

Repeat for a shape (e.g., rectangle) if you want to change the default for shapes.

Save and close Normal.dotm.

Opening a new document and inserting a line/shape in the future now should give you your chosen colour(s).