I know there is a setting in Preferences to set a default Module when a visitor accesses a site but is there a way to set it to access a specific page?

For example, I use cjaycontent for embedding webpages into my site.

One of the pages I've created is a Basic Welcome page.

If I had the page in a menu option it would link like this:
http://www.nightshadestudios.net/home/modules/cjaycontent/index.php?id=5

Maybe there is a tweek or something?

There is a module called MyHome which may have what you are looking for. You can download it here:

MyHome

Quest