How to change the version of the ‘default gradle wrapper’ in IntelliJ IDEA?

The easiest way is to execute the following command from the command line (see Upgrading the Gradle Wrapper in documentation):

./gradlew wrapper --gradle-version 5.5

Moreover, you can use --distribution-type parameter with either bin or all value to choose a distribution type. Use all distribution type to avoid a hint from IntelliJ IDEA or Android Studio that will offer you to download Gradle with sources:

./gradlew wrapper --gradle-version 5.5 --distribution-type all

Or you can create a custom wrapper task

task wrapper(type: Wrapper) {
    gradleVersion = '5.5'
}

and run ./gradlew wrapper.