Update: there is a native way to do it. Read HERE.
The information below is outdated and should be used for educational purposes only.
In Windows 10, File Explorer opens at the Home folder by default. You have no option to change this behavior and open it by default at the This PC folder. Here is how you can fix it easily (almost) without using third party tools. If you are not happy with the default behavior of File Explorer in Windows 10, read the rest.