Be careful, this sounds very fishy! As I understand you, you have downloaded and installed Electrum, and when you have launched it, you wasn't asked to create a wallet, you have already had "default wallet" file that was opened? If yes, than you might be a victim of malware that creates Electrum folder and default wallet file that will get opened when you install Electrum later. Another option is that you have downloaded a fake client - always make sure that you are downloading from https://electrum.org and verify the signatures of downloaded files before installing them!

I recommend you to check the signatures of the installation files that you have downloaded, get the original wallet if needed, backup your current Electrum folder, then create a new wallet (it will give you a seed and will ask you to setup a password), and after that try to move coins from your current default wallet to your newly created wallet. Try leaving the password field blank when this default wallet asks you for one when you'll try to move your coins.