Is it standard that my external website domain links to the Console login page for my clients, or can this be changed to link to a chosen page, such as Home / About Your Coach?

It depends on a couple of scenarios, because external domain name and external website are not exactly the same thing:

1. If you integrate the Coaches Console into an existing external website (hosted on your external domain name), you can choose which Console page shows first in your integration section/page on the external website. When you go in your Console system to WEBSITE TAB > Settings > section "Integrate Coaches Console Private Client Website into External Website", you can select from the drop-down list which page you want to integrate the Console with, and then generate and copy the embed code to use on your external website.
2. If you do not have an external website, but only an external domain name, and you are redirecting or pointing your external domain name to your Console website, then the first page that shows is the one you setup as welcome page in your Console system > WEBSITE TAB > Pages > specific page in edit mode > tab "Menus & Permissions" > check option "Make this page your Welcome/Home landing page" and save.