Don't worry. You don't HAVE to display the default theme. Simply disable it, using the Themes and Layout settings in the Administration Center. If you find a theme you like better, just Install it and set it as the overall forum default. You can decide how many themes to enable for your users.

Disabling the default theme is the recommended way to prevent users from seeing it. While it is possible to make changes to the default, this could cause problems for custom themes. Custom themes often expect to find certain files in certain places in the default theme. If it doesn't find them, or if they are much different then the original you may find that some of your custom themes don't work, or don't work correctly. Making changes to the default theme could also cause problems when you install some mods you might like to have on your forum.

If you decide to make changes to the default theme, make sure you have a backup (either from your own forum or from the SMF install) handy, just in case your changes cause problems for your forum.