It isn't possible to set opera mini as your default browser. For the application to appear in phone>application settings, the application needs to insert its entry there. But hardly any application does that. only opera mobile and quick office applications do that. but the strangest thing is, even after I set opera mobile as he default browser, all links open in the default browser itself. So the setting is basically useless. Forget about that.
However, if you are using x-plore (which you should try straightaway), you can change the default application used to open files based on extensions.