The file .vimrc in your home directory has instructions for vim to load every time it runs. Customizations go there.

For instance, you might want to use Markdown to edit files that end in .md. The system default for some reason is to treat these as Modula-2 files, though we don't have a Modula-2 compiler running (yet). So the contents of .vimrc should read

au BufRead,BufNewFile *.md set filetype=markdown

For more suggestions in deep depth on how to set up your .vimrc please read this tutorial from Doug Black.