Override default page.tpl.php
Adding a template file to an enabled theme is like adding a hook to an enabled module: In both the cases, Drupal will not notice there is a new template file, or a new hook, as Drupal keeps that information cached.
After you add a new template file, you need to clear the Drupal cache, or disable the theme for then re-enable it. In the latter case, you forces Drupal to clear the relevant caches.

As side note, exit should be never used in a template file, not even for debugging. Doing so, you would interrupt Drupal when it calls theme_render_template(), with the effect that the template file would not be rendered.

function theme_render_template($template_file, $variables) {
  extract($variables, EXTR_SKIP); // Extract the variables to a local namespace
  ob_start(); // Start output buffering
  include DRUPAL_ROOT . '/' . $template_file; // Include the template file
  // The code after this comment is never executed, if the template file executes exit().
  return ob_get_clean(); // End buffering and return its contents
}


For debugging purposes, it's enough to print a specific string that allows you to know if the template file is loaded.