Tips: Is it possible to set a default category?

No this is not possible. However, if you need to enter some appointments with a specific category already set, use the filter tool. For example, let's say you need to create 10 new appointments with Business set as the Category. Open the Calendar and click Menu - Filter - Business. The Calendar will display every appointments with Business as Category. Now, click New to create an appointment and scroll down to the Categories field and notice that Business has been selected by default based on the Filter. This is quite a nice workaround when making multiple entries in the Calendar, Tasks and Contacts on a Pocket PC.