Deleting mimeTypes.rdf from your profile directory and restarting Firefox or Zotero Standalone is generally what's needed to fix file handling issues. mimeTypes.rdf stores file handling associations and will be recreated automatically the next time you restart Firefox or Zotero Standalone.
For Zotero for Firefox, Zotero itself doesn't tell Firefox how to handle a file—it simply checks if a file can be handled within Firefox (natively or via a plugin) and then either sends it to Firefox if so or otherwise launches it via the OS. Problems in mimeTypes.rdf can prevent this from working properly, however.
If you find that PDFs open in, e.g., Gimp even though you've set the file handler to be Okular in Dolphin/Nautilus/Firefox/what-have-you, this tip might help:
Open the file
in your favorite plain-text editor and look for the line “application/pdf=…”. Change it to
If the file does not exist, create it and enter the following content:
[Default Applications] application/pdf=kde4-okularApplication_pdf.desktop
Note: On some systems, you might need to use
For other PDF readers you might use one of the following: