Tmux isn't a shell but a terminal multiplexer so if you set tmux as shell for your user you won't be able to login into your system next time you try to login. You run tmux from the command-line and then from there you can use tmux to manage different shell sessions, you can however set fish as a shell because that is a a shell. If you want tmux to automatically create a new workspace you could try adding it to your ~/.bash_profile or the equivalent of whatever shell you are using and it would be useful to add a check to see if there is already a workspace running so that it doesn't try to create a new workspace every time you open a new terminal window.
