It would be really useful for me if the Pen kept the previous ‘settings’ from the last time I used it in the file. Specifically I would want the pen to keep the thickness and colour from the last thing I drew. Some considerations (that may be unique to me):
I adjust the thickness after I have drawn something, so it would be ideal if it was set to that state. Adjusting colour also happens after using it as well, so remembering that colour would be great.
At the moment it defaults back to black narrow when using the P shortcut
Alternatively having a setting on the colour/thickness presets would be useful. For example the green preset is exactly what I want thickness wise, but ideally automatically in a different colour :

Cheers!
Vigz