Can you change your default 'Activity Status' for adding a new activity?
Yes, if you have access to your database, otherwise I don't think so.

You can edit your database. Look for the table called civicrm_option_value and search for WHERE label LIKE 'Scheduled' and WHERE label LIKE 'Completed' and change the values of is_default to 1 or NULL

Here are the exact commands you can run:

UPDATE civicrm_option_value cov JOIN civicrm_option_group cog ON cov.option_group_id = cog.id SET cov.is_default = NULL WHERE cov.name = 'Scheduled' AND cog.name = 'activity_status';
UPDATE civicrm_option_value cov JOIN civicrm_option_group cog ON cov.option_group_id = cog.id SET cov.is_default = 1 WHERE cov.name = 'Completed' AND cog.name = 'activity_status';