If I don't know a character and hit enter with a blank box(below where it says click to type) , it says its correct.

The idea is that if people don't want to type, they can enter an empty prompt to use it like a flashcard. And since you're right most of the time, and the "forgot" feedback is slightly unpleasant, you want the default to be "got it".

If you want to reveal the answer while marking it wrong, you can press the correct button or the down arrow.

Is there any way to change the default to wrong ?

Nah, there's no preference for this--that would be an unhelpful clutter of a preference for almost everyone using it.