I end up spending a lot of time figuring out where
the default browser setting is. A lot of instructions on the internet are for a
regular Android phone, and unfortunately the Xiaomi phone runs MIUI and so
things look a bit different.
To change the default browser to Firefox
on MIUI8, go to Settings -> Installed Apps -> Defaults
(icon at the bottom) -> Browser. (See the pictures below)
The main reason I want to use Firefox is because the uBLock Origin ad blocker works on it.
Instruction with pictures:
In Settings, select Installed apps.
In Installed apps, select Defaults (icon at the bottom).
In Defaults, select Browser.
In Browser, select Firefox.