It seems strange that just to send a URL from another application (eg: GMail) first requires setting up sync. This might not necessarily be a URL I'd even want to sync across different machines.
Go to Solution.
If you are clicking links in Facebook, Twitter or Email apps on the phoe and not being offered to choose which browser you will need to unset the default browser.
This is a bit tricky.
Once cleared you can set a new default by clicking a link in email or other app then checking the always use as default, then selecting Firefox.
For single addresses I just email myself the link, open the email in the mail app and click the link.
To get the full set of bookmarks and history from desktop Firefox requires using Sync. https://support.mozilla.org/en-US/kb/how-do-i-set-up-firefox-sync
Thanks kbrosnan, after clearing the defaults, it now opens seamlessly.