In the device file system, there are files ssh_config and sshd_config under /etc/ssh directory. I think I have to do something with these files but I don't know what.
What proctocol are you connecting with? ftp?
sshd & ssh refer to the ssh protocol.
In any case, those would not be the correct file to alter as they deal with how the connection is made, not what directory you login to.
Most likely the program that needs to be adjusted is filezilla as it is making the connection and specifying what directory it wants. I have never used it so I can't help you with that.