Default to Single Window Mode in TeXShop

As others have mentioned this currently isn't possible. However to make life a bit easier you can create a Mac Keyboard Shortcut.

System Preferences -> Keyboard -> Shortcuts -> App Shortcuts

Press the + button and enter the following.

Application: Texshop
Menu Title: Use One Window
Keyboard Shortcut: *enter your keyboard shortcut*

Now whenever you open a document all you need to press is your keyboard shortcut :]

There is currently no way to set this as a default display mode. Initial attempts to allow it by Dick Koch, the developer of TeXShop, caused various problems and were abandoned. At the present, this is therefore a very low priority feature request.