Here’s the solution by @paulhastings0 and it also works with the Buddypress Follow plugin:
1. Make sure that you’re working on a child theme of the BP Default theme.
2. Copy/paste the contents of bp-default/activity/index.php into your child theme’s activity/index.php folder
3. Find the line <li class=”selected” id=”activity-all”> and delete class=”selected”
4. Scroll down a few lines further to <li id=”activity-friends”> and insert class=”selected” just after id=”activity-friends”
