When you add a "Radio button" field to an activated app, the radio buttons on existing records start off in their unselected state. When you open the "Edit Record" screen, the default value for the "Radio button" field becomes selected. Select a different option if necessary and save the record.

If you want to select an option of the "Radio button" field on multiple records at once, you can do so by bulk updating records via importing a file into the app.
Preparing a File for Adding/Updating Records
Importing Record Data from a File into an App