Can you provide the site you are doing this on?

This doesn't happen on any particular website. It is any PDF file I may receive or a PDF file I create. As an example, I created a scanned file this morning on my printer as a PDF. When I went to check it, I clicked on the PDF and Microsoft Edge opened it. Could it be that I don't have the correct PDF reader on my computer?? I thought it was browser based, maybe I need another application and since I don't, Microsoft Edge jumped in. Is that possible? Since Firefox is set as my default browser and to open PDF's, why wouldn't it have tried to open the PDF? Thank you!

So what happens if you right click on file and chose open with? I think this should give you the option to always open with. Let me fire up my Win 10 machine and see.

I think it's solved. If I right click on it, and select "Open" Microsoft Edge fires off and opens it. BUT, I dragged it to the Firefox Broswer and it opened by Firefox. And if I right click and select "Open With", I can select which browser opens it. Of course I select Firefox. I just wish Microsoft wasn't so bold to think Edge should be selected, if I didn't make a selection. I'd like to set it so it doesn't use Edge as Windows "Choice". Thanks for pointing me in the right direction. Hopefully this can help someone else if they are searching for this issue to solve.