How to make new VS Code files default to the language you want
On a default VS Code installation, when you create a new file its language mode is 'Plain Text'
You have to click there to set another mode.
Luckily, there's a setting you can tweak to change this. It is called files.defaultLanguage
Set it to the ID of the language you want. Those IDs display in parentheses after each entry on the language mode selector.
Even better, you can set it to use the same language as the file you're currently focused on: