In this instance, I’m using a Windows 10 PC. Let’s see the steps.
Right-click on the shortcut of the Edge browser. If you don’t have one, create it and right-click on it.
Click on “Properties.”
In the “Target” field, go to the end, hit the “Space bar” key, and then type: -inprivate
Hit the “OK” button.
In the “Access Denied” pop-up, click on the “Continue” button.
From now on, double-click on the shortcut and the Edge will open in InPrivate browsing mode.
If you want to go back, remove the command you added from the shortcut.
Remember that there are still some instances like double-clicking on an HTML file, clicking on the URL, or opening site from Run Command opens the Edge in normal mode.