On your Windows device, go to Settings > Canvas Settings -> Workspace -> Restore Default Settings. This will reset your app settings to the default set.

If you're having trouble moving your tool wheel back to default settings, you don't have to reset everything. Read this faq.

Note that Concepts uses the settings from your last opened drawing to define the settings for any new drawing you create in the Gallery. This includes tool presets, colors, grids, layer settings, artboard, background and menu customizations. If you'd like to create a new drawing with a previously used set of tools, try opening a drawing with the preferred set first, then exit back to the Gallery and create a new drawing. This way you don't have to set up twice.

Alternatively, for a quick toggle between projects that require different tool sets - for example, note taking, drawing or design work, you can create a project specific to your need, set up a drawing with your favorite tools as a "template", leave the drawing empty, then duplicate it for any future drawings you create.