Good question. If you’re viewing a page and there is a widget in the page sidebar, then that sidebar will be displayed. If you’re viewing a page and there are no widgets in the page sidebar, then the default sidebar will be used. The default is a fallback of sorts.
If you need to show different widgets on different pages you’ll need some help from a plugin. If you’re using the Jetpack plugin already, there is a widget visibility module that’s part of it that lets you choose where a widget can be seen and where it will be hidden.