Ok, the answer was easy (but hard to recall if you've forgotten it like me):
- Set your preferred Fill & Stroke.
- Open the Graphic Styles panel; Window > Graphic Styles.
- Click the New Graphic Style button.
- Hold Alt/Opt key and drag the new style onto the default style. (The
default style is the one having a miniature Fill/Stroke symbol in
the lower left corner).
Now, pressing 'D' will change all selected objects to the new default style.
A bonus tip: In the Graphic Styles panel, open the Graphic Styles Libraries Menu and choose for example Additive. While having a path selected, Alt-/Opt-click on one of the Additive styles, to add some very interesting effects on your path.