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.
While Zotero be configured to use the system-default PDF reader, file handling on Linux can be affected by many settings. If you find that PDFs open in, say, Gimp even though you've set the file handler to be Okular in Dolphin/Nautilus/etc., the easiest solution is to choose a specific PDF reader from the General pane of the Zotero preferences.
If you'd like to keep the setting as “System Default”, you can try the following:
Open the file
~/.local/share/applications/defaults.list
in a text editor and look for the line “application/pdf=…”. Change it to
application/pdf=kde4-okularApplication_pdf.desktop
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
application/pdf=kde-okularApplication_pdf.desktop
instead.
For other PDF readers you might use one of the following:
application/pdf=evince.desktop
application/pdf=acroread.desktop
application/pdf=Foxit-Reader.desktop