When you start SXEmacs, it normally loads .sxemacs/init.el in your home directory. This file, if it exists, should contain Lisp code. It is called your initialization file or init file. Use the command line switch ‘-q’ to tell SXEmacs whether to load an init file (see Entering Emacs). Use the command line switch ‘-user-init-file’ (see Command Switches) to tell Emacs to load a different file instead of ~/.sxemacs/init.el.
When the init file is read, the variable user-init-file says
which init file was loaded.
At some sites there is a default init file, which is the
library named default.el, found via the standard search path for
libraries. The Emacs distribution contains no such library; your site
may create one for local customizations. If this library exists, it is
loaded whenever you start Emacs. But your init file, if any, is loaded
first; if it sets inhibit-default-init non-nil, then
default is not loaded.
If you have a large amount of code in your init file, you should byte-compile it to ~/.sxemacs/init.elc.