There are certain aspects about the current version of inDesign that I absolutely detest:
1- Your color / stroke palette reverts to a black outline after you draw a shape and then use a different tool. You can never draw a box, adjust its location, and then draw another box with the same color specs without having to reset those color specs.
2- The eyedropper tool randomly decides to switch to the Color Scheme tool whenever it bloody well pleases. If I wanted to use the Color Scheme tool, I'd select it.
3- Despite setting my Preferences, I constantly have to go into that menu every time I open a new document because my preferences revert to unwanted settings.
I'd enjoy using inDesign so much more if these small, but tedious to mend, errors could be resolved.
(1) Starting with your headline issue, "My settings revert," I'd first suggest a troubleshooting technique. Try restoring your InDesign preferences. This explains how:
You haven't mentioned what operating system you're using so that would help.
If you're using a recent version of Mac OS X, if you use the "delete files" method described in that article, you'll need to get to your <Home> Library folder which normally is hidden. In the Finder, hold down the Option key while choosing Go > Library to view it.
(2) When you choose a new tool, and you're viewing the Fill and Stroke buttons on the Control panel, or bottom of tools, and when there is nothing selected, what you're viewing is the default Fill and Stroke attributes for your current file. You can change those in your current file when nothing is selected, and they will be changed. If you want to set a default for all new files, close all files and set the attributes.
(3) There are other threads with complaints for the behavior of the Eyedropper and Color Theme tool. I'd agree with you that the shortcuts for these tools need to be improved.