When you create a new test, the test will be created for the default site you've selected when you configured your Sites.
Change Default Site
You can change the default site by going to the Sites page and hover Sites column and click "Make Default".
Update Site URL
Do you need to update your site URL?
Simply click on the edit Pencil next to the URL, then make changes, and Save.
Note: When you update the Site URL, the change will take effect across all tests that are set to that site.