You can customize what "Mode" the MOXF boots up in. Because 99% of players first see the synth in a store - where there may or may not be some to take you on a tour of the Keyboard, it defaults to a Mode where the MOXF will self-demo (it's not a song, but a Performance with Arpeggiators active). You own the Keyboard now, so you can begin to make changes, including in what mode it boots up.

If, for example, you would like to have it launch on a the main piano sound:
Press [UTILITY]
Press [F1] GENERAL
Press [SF6] OTHER
Set the "PowerOnMode" = voice (PRE1)
Press [STORE] to write this preference into your instrument's Flash ROM

If you would like to choose a Power On sound yourself:
Set the "PowerOnMode" = STORE+ENTER
Press [STORE] to write this preference to your Flash ROM... Then
Simply recall the program that you like...
Hold [STORE]+[ENTER]
This will memorize the current selection as your Power On sound.

Make sure you visit the MOXF Product Download page... where you will find the Reference Manual (PDF), the Data List Booklet (PDF), the Synthesizer Parameter Manual (PDF), and the Driver for computer connection, Software Editors, free Content, etc., etc.

You'll find this page by going to your regional Yamaha website, find the MOXF "Product" page and follow it to "Downloads"

Hope that helps. The above is found in the Reference Manual on page 142 (Just FYI).