Your assumption is true: default is 9600 baud, 8 data bits, parity set to NONE, 1 stop bit (plus flow control set to NONE). In my experience, this works out of the box.
How are you connecting to your XBee3 module? Your part number corresponds to a new Micro form factor device, so I'd suppose you are not using a development board... right?
Digi's development boards use FTDI's chip FT232RL for USB to RS-232 communication (which requires drivers installation).
You might consider using the same chip in your setup.