Want Preview to default to Thumbnail view in Sidebar
If I go to Preview's PREFERENCES..., choose the PDF icon at the top of the preferences and in the "Opening for the first time:", check "☑&nbsp;Always show sidebar". With this option selected, the thumbnails show up on when I open a PDF in Preview. My MacBook is running OS X 10.10.5 Yosemite.

I've also selected "single Page" from the "Show as" drop-down to make it easy to know exactly which page I'm viewing.