I used /pex system default parent add Default
But when new players join they don't get added to that group

What are you trying to accomplish? Setting a default group or making so a player is apart of the default group and another group?

If you answered yes to the first one, try the command, "/pex set default group Default"

Without quotes

This is on Sponge -- the default handling changed a little while ago so the command is now /pex default user parent add Default