How to preselect (set default) python interpreter in python visual code extension?

Once you selected an interpreter, it should be stored in the settings.json file in .vscode folder. It should be something like this:

{
  "python.pythonPath": "C:\\Users\\Username\\AppData\\Local\\Programs\\Python\\Python36\\python.exe"
}

Next time you use vscode to open this folder, the python interpreter you used last time should be automatically selected.

Maybe you didn't use "Open folder" to open the working directory. And then vscode will try to read the local .vscode folder if any, otherwise it will follow a certain path order to select an interpreter. Hope that helps.

File > Preferences > Settings > User tab > Extensions > python > Python Path

type your python path e.g.: c:\python35\python.exe