First of all, very good tutorial. It's already sweet what can be achieved with a particles2d and a few option tweaks.
So, unless I miss something, I think the paragraph:
We’ve prepared a cloud-like image for this effect. You can find it in the project’s asset folder: puff.png. From the FileSystem dock, drag the puff.png image to the Texture property in the Inspector.
Should be placed after:
Now add a new Particles2D as a child of Explosion and name it FireBurstParticles2D.
Otherwise there is no node to add a texture into.
Thanks much for the report, logging this issue for the next update.