Default documents are files that will be loaded or executed for a website if no document is provided within URL.
For example if your site name is: "mysite.com" and first default document is "default.aspx" then the URLs "http://mysite.com" and "http://mysite.com/default.aspx" will render the same page.
If you have setup more than one default document, then the one with higher rank would load first.
In "User menu" Navigate to "User -> Managed products -> Websites -> (your site name) -> Default documents". There you will be able to add, remove or set default documents preference.