The default URL being previewed is home_url( "https://wordpress.stackexchange.com/" ). When no url query parameter is present when opening customize.php, this is the preview URL that is used. You can override the previewed URL when there is no url query parameter to supply a different default using something like this:
add_action( 'customize_controls_init', function() {
global $wp_customize;
if ( ! isset( $_GET['url'] ) ) {
$wp_customize->set_preview_url( get_permalink( 1 ) );
}
} );