When you choose to create a new Writer document, you don't pick what font appears by default -- one is chosen for you. Often something like Thorndale, or a nice Nimbus Sans L, 12-point. If you then apply a heading, then a different font is used.
I don't really like the defaults, so I change the font.
Changing the font every time you create a new document is a bit of a pain, though. It's possible to set up OpenOffice so that when you create new documents, they're the font you want.
Choose Tools > Options > OpenOffice.org Writer > Basic Fonts (Western). Click the following illustration to see it bigger.
Go through the window and just pick the fonts and font sizes that you want for the various categories. Click OK; if you want to get back to the original settings some other time, just click Defaults.
Default -- This is the font and font size for the normal text, Default and Text Body styles. If it's not a heading, it's this.
Heading -- This is the font used for anything you apply Heading1, Heading2, etc. to. The font size you pick is for Heading1 and it gets smaller from there.
List -- I couldn't get list to work. So it doesn't matter what you put here.
Caption -- If you click a picture or table and choose Insert > Caption, this is the font and size that will be used.
Index -- The font used for tables of contents and indexes.
Here's an illustration of a document with the settings shown in the Options window. Click the illustration to see it a little bigger. Note that the list content is the same as the text body content because the list font settings don't seem to work.
When you change the default font settings, only new documents are affected, not existing documents.