Option to open new queries in SQLCMD mode by default in SSMS

If you want to set SQLCMD mode to be turned on by default for new query editor windows in SQL Server Management Studio (SSMS):
Click Tools -> Options

tools_menu_options_ssms

Expand: Query Execution -> SQL Server -> General
Check the 'By default, open new queries in SQLCMD mode' box:

open_new_queries_in_SQLCMD_mode_ssms