When using tables – is it better to show a sort indicator by default or only after sorting?

We have several tables in our software and for most of them there's the possibility to sort the entries. When opening a new view with a table there's also a default sorting for most cases, which means that the table entries are already sorted by one of the columns and within that column in a certain direction.

The user is able to change the sorting (column as well as direction) by clicking on a column header.

Now the question is: Is it better to show a sorting indicator by default or only after the user interacted with the column header?

Possible advantage of showing it by default:

-The user doesn't have to find out for himself which of the columns is defining the default sort order.

Possible advantage of showing it only after active sorting:

-The user is able to see if he/she changed the default sort order manually by getting a visual feedback (indicator appears after clicking the table header).