The hyperlink style will not appear in the styles till you make a hyperlink. you can, after make your first hyperlink, go to the character styles panel, right click on the hyperlink style, and edit it.
You can however make styles with no document open and they will be defaults. however, i believe that there will always be a double hyperlinks style since as soon as you make a hyperlink. indesign will make the style in the character styles, and now you have to delete and replace.
here, try it:
http://www.thegraphicmac.com/set-default-character-styles-adobe-indesign