Applications Have Startup Problems, Too
This kind of behavior is directly mirrored in the software world. What happens when you launch an application? Taking document-based applications as a particular subset, the most common thing you are going to want to do is create a new document, and some default to this. An example of one that doesn’t is Apple’s Keynote.
When you start Keynote, you are given a dialog box asking you to select a theme. It is not obvious why this is here; Keynote stores each slide’s structure, so it is easy to change the theme after creating the presentation. Why not just default to the last, or most commonly used, theme? After you select one, there is even a drop-down list in the toolbar allowing you to change it.
Another thing to notice about this dialogue is that it gives you the option of opening an existing file. Why is this here? It is no easier to click on it that to go to the Open option in the File menu. In fact it’s harder, because the File menu is always in the same place on the screen while the Keynote window moves around, and there is always the Command-Option shortcut for the menu. If it’s a recently modified presentation, it will be in the File, Open Recent submenu, which is even easier than going through this menu.
I don’t want to single Keynote out particularly. A lot of applications are guilty of this behavior. When you design an application, always try to think of what the user will want to do most of the time, and default to this. Once you’ve got that working, ensure that it’s easy to do non-standard things. If you’re doing public beta releases, you might consider having your beta record what the most common actions are, so you are sure you aren’t a special case.