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