Hi @TezzChaudhary,
Do you want to set the default selection to the first item of your data source within your Filter Gallery?
I have made a test on my side, and don't have the issue that you mentioned. The screenshot as below:
For your first question, if you want to set the default selection to the first item of your data source within your Filter Gallery, please take a try with the following workaround:
Set the Default proeprty of the Filter Gallery control to following:
First(TicketTypes)
Note: The TicketTypes represents the data source you typed within the Items property of the Filter Gallery.
For your second question, do you use your SP list data source within the "Filtered Items" Gallery (Tickets Gallery) of this template app (Service desk) instead of Original embedded Excel table?
The Original embedded data sources (e.g. TicketTypes, Tickets, etc) within this template app are all Excel table data source as below:
If you want to replace the Original embedded Excel table data source with your SP lists within this template app, please make sure your SP lists have same data structure as that within the Original embedded Excel table data sources as below:

On your side, you could consider take a try to save this embedded Business Excel table data sources into your OneDrive folder (or OneDriver for Business, Dropbox, etc), then create your SP lists based on the data structure of these embedded Business Excel tables. After that, add your SP lists into this template app, then save and re-load this template app to check if the issue is solved.
Note: You could find the embedded Business Excel tables through the following folder path:
Your OneDrive Root folder -> PowerApps folder -> Templates folder -> ServiceDesk_eaxxxxxx-de38-xxxx-b1d7-58ef8d75xxxx -> data.xlsx
Best regards,
Kris