Where it is coded, that lxde (startlxde) is the default session (for
slim; it's also the topmost one in lightdm, but lightdm has the
"memory" function)?

I can cycle thru the available sessions by F1 but i would prefer to
automatically have jwm as default (and not lxde). I found an
instruction on arch wiki (https://wiki.archlinux.org/index.php/SLIM)
but it's not really clear to me.

When there already a session is default, it should be trivial to
substitute that by another one (??)