Deleting mimeTypes.rdf from the Firefox profile directory 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.

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 eg. 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

~/.local/share/applications/defaults.list

in your favorite plain text editor and look for the line “application/pdf=…”, change it to

application/pdf=kde-okularApplication_pdf.desktop

If the file does not exist, just create it and enter the following content:

[Default Applications]
application/pdf=kde-okularApplication_pdf.desktop

If you want Evince or Adobe Acrobat instead of Okular, use

application/pdf=evince.desktop

or

application/pdf=acroread.desktop