SSMS "New Query" Behavior
Max Vernon's suggestion about scripting the logons is spot on. For generic Windows Authentication, the default database tends to be master. Setting a default database for each database instance/logon combination will allow control over what the default database is when launching a new query editor window in SSMS. 

If you use master for windows auth and/or administer many SQL Databases, the CTRL+U shortcut from a new query window -> select database -> hit enter to select and return to query editor will become firmly ingrained in motor memory.