Locate and change GRUB_DEFAULT=0  

Change to 2,3,4 depending on how many entries are in your boot loader.

Typical Linux is line 0, then a Memory Test is Line 1, then Windows is Line 2.  So if you want Windows, set it:

GRUB_DEFAULT=2

Then Press and Hold   CNTRL and then press X

When it asks to save, press Y and press Enter.

When back to command line, type:   SUDO Update-Grub and press enter.  Then SUDO Halt -P  to shutdown.  Then test your handy work.