How can I change or add to the competitions I selected in the startup guide?

You can do this in two different ways:

1) Search for the competition you want to add in the search tab. Tap the competition, and follow to start following this, or unfollow to remove it. When following a competition, it will automatically set your default notifications for all matches in that tournament.

2) On the Home tab or Calendar tab, you can select the person icon, and add/remove followed teams here.