is there supposed to be a default folder in sites/default?
It depends what you mean by 'supposed to'.

Drupal core doesn't place that folder there, no. But that doesn't mean that someone/something else hasn't. You'd have to give us that information, we couldn't possibly know.

What I will say is that no module should be writing to that path unless you've explicitly told it to, and if you have your permissions set up correctly, then the web server won't have been responsible for creating the folder.

Again, though, impossible to say from here.