Ill get straight to the point coz its 3:40am here and I want to sleep.
Ive followed the golden rusted idol -tutorial since Im new to zbrush and 3dmodelling. Everything is easy to follow up to the materials part where it jumps right into the settings without saying how you get there (to the actual palette). The picture displayed* is nowhere to be seen. What exactly am I supposed to do there? Add some custom shader? 
Select the Basic Material. The settings will then be available in the Material palette.
For some reason almost all modifiers under the materials palette where gone.
They appeared when I hit some “close” button - any idea what that was?
I’ve followed the tutorial up to where you paint the shadow through a stencil.
Now it instructs me to use the blur brush - but that brush doesn’t do anything to the shadow!
If the shadow was painted, then the blur brush should be affecting it. Assuming, of course, that you’re on the layer that has the shadow.
If the shadow is being rendered, then the blur brush won’t affect it. The 2D brushes only affect unshaded color. They do not affect anything that’s being actively generated by the rendering engine, including shadows or material effects.
Also, if you painted the shadow as per the instructions in the tutorial, then you used a stencil. Have you turned the stencil off? If not, then the blur brush can’t have any visible effect because it can’t affect the edges of what you’ve painted.
I had the brush intensity set too low so I didn’t notice the brush’ effect
nooby mistake