Follow these simple steps:
Right click your project
Click on New
Select Web Form
Write Default.aspx as name
An empty template now means that you want project with no server/client file. If you want to add a Default.aspx, that means that you would like to create a Webform project. You can just:
Right click on the WebApplication1 project -> click on Add -> New Item -> Then select Web Form (change the name from WebForm1.aspx to Default.aspx)