You can always have exactly one default warehouse. This means that if you only have one warehouse, it is automatically the default warehouse as well. As soon as you have created at least one additional warehouse, you can make it the default warehouse.
To do this, open the warehouse overview under Lagerhaltung → Lager und Lagerplätze (Warehousing → Warehouses and Storage Bins) and either double-click into the row, activate the checkbox in the Standardlager (Default Warehouse) column, and then save your change using the blue checkmark on the right.
Alternatively, you can select the option Als Standardlager festlegen (Set as Default Warehouse) from the context menu on the right.
By making a new warehouse the default warehouse, the assignment to the previous default warehouse was also removed. You can see which warehouse is currently the default warehouse by the green checkmark in the warehouse overview.