It's actually a setting of each individual file, not a system setting. You can change it under File - Properties - Initial View.
If you have Acrobat Pro then you can run an Action that will change it for multiple files all at once.
Thank you, but that's not the solution I'm looking for. As I stated in my question, the problem is that most of the files I work with are not saved. For example, I usually get the file in an email, open it, read it, then close it, and never look at it again. So, most if not all of the PDF files I work with are never saved, and it doesn't do me any good to change that setting for each individual file. It just wouldn't make any sense. I'm guessing that this must be a default setting that Adobe has built into the program without thinking to give users the option to change it.
As try67 explained, this is a setting that comes with the PDF file, so it's not a default setting in Acrobat, it's something that the document author selected when they created the PDF file. Usually, a document that has bookmarks opens the bookmarks panel - otherwise many users would probably not be able to detect that there are bookmarks in the document. There is nothing you can do in Acrobat to override this document setting. A custom Acrobat plug-in would probably be able to override such document settings.