Easy: With no documents open, choose Preferences > Units & Increments. Set the units you want. They will be applied for all new documents. It will not change your existing documents.
I've gone through and changed the settings to make the increments and units mm but even after doing that, when I open a new document all the settings have changed back to pt
In 15 years, this has never not worked for me.
If indeed you did this with no document open, then try restoring your InDesign preferences:
I probably didn't explain that well enough, I'll just quickly go through the process
Open new document-> change preferences for unit/increments from pt to mm -> save document ->close document.
Now after doing this when I create a new document all the increments when I set to size of the page and also any measurements within that document default back to p0 not mm as I had wanted.
I think the important part of Steve's post that you missed was that you have to change the units/increments to mm with no documents open - this will then become the default for all new documents.
Yep! that was my issue, each time I was changing the increments within an open document
That's why I wrote it in italics: "with no documents open..."
When changing Units and Increments with an open document, your changes only apply to the open document. This is why you must set your measurement system with NO open documents. As Steve says, this will only affect future docs and not those you've created before the measurements change.