The
MIME Edit extension for Firefox allows you to change this behaviour. It includes choices as to whether you always want to use whatever app you choose to use, and whether you want it to ask each time.
But there is no way to stop the downloading of every pdf document Firefox opens. There is much gnashing of teeth on the
Mozillazine forums about this (if you can find the posts).
The entire site that the board uses is handy when you need help, though it can be a bit of a dog's breakfast. The link above goes to the board's search page. If you try it, type mac in the top search field so you aren't bombarded with Windows and Linux threads, and to haul up the maximum number of threads, change "1 day" to "three months." Change the Forum dropdown to "Firefox Support" and the "Category" dropdown to "Mozilla Firefox."
The board is not officially Mozilla's. It's run by volunteers.