Method 1)
Open the normal template and change the formatting the way you want (no text though). Save it.
Normal Template in Microsoft Word - How to Find or Open the Normal Template

Method 2)
Create and save a template with the defaults you want. In Windows, find the template on your computer and make a shortcut to it. Put that shortcut on your desktop.
Templates in Microsoft Word

Something is apparently blocking your changes (through the Set as Default command) from being saved. This is usually a poorly written Add-In.
Add-Ins in Microsoft Word Finding and disabling that Add-In will let you make changes through that command.