Clicking the Surface 3 pen opens up a new instance of one note not the one note file moved from the old surface 2. Where can you change which one note file to open when clickng the top of the surface 3 pen?

Well I haven't got a surface 3 but the default would be that it opens the last notebook you had open before you closed OneNote. I would expect that behaviour from the pen as well. So try opening the book you had on the 2 and then close OneNote. Now try opening it with the pen.