Deleting mimeTypes.rdf from your profile directory and restarting Zotero 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 Zotero.
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: