Is there a setting on this forum to set notification to on by default?
Yes, but you need 20 posts, before you can use that.
I don’t think this would be technically possible.
But indeed it will be good for new users to get notified about his/her thread and does not get lose in the forum threads (that have many posts!).
Bookmark the post and then when you dont need it remove it.
You mean, it’s not possible before he has 20 posts…!!? 
First I though it was on by default, second, I’m surprised that since this Notifications setting isn’t part of the Forum Profile, that it would be available to change its setting.