Why won't textures work?

In the past I’ve always done 2D games, but I just tried starting a 3D FPS and immediately hit a roadblock. I’ve made a new gameobject (a cube) and the shading is set to “default-diffuse”. The options in the inspector for the cube–including the “texture” box–are just grayed out. Nothing I can find changes this.

I googled it and found that I should click a toolbar ‘paintbrush’ button. but I don’t see it anywhere.

Sorry if I’m unbelievably inexperienced!

Create a new material and apply your texture to this, then change the material of your cube to be the one you just created (It is probably set to ‘Default-Material’ or some such)