The documentation of the SAML module contains information on how to accomplish this:
“ SSOLandingPage, You could specify a different landing page here, for example: When you would like to redirect all user, accessing the application url, to the Saml login. This requires you to change the index.html page by adding '<meta http-equiv="refresh" content="0;URL=/SSO/" />', you don't want to end up on 'index.html' again after a login attempt. By changing this constant to '/index3.html', you'll land on index3.html instead of index.html. Off course you will need to add an 'index3.html' page to your theme in this case! (You can copy the original index.html into index3.html) “