I’m not sure where else you imagine I might have typed the code …
It wasn't entirely clear from your post … Besides, you already got a number of other things wrong, so I thought I'd better make verify! Well, valuable lesson learned — ID can take a lot of abuse but at some point things stop working.
^t^i, I presume. So my follow-up query is: How and where do I set the tab distance?
Tab distance is easy (depending on whether you are using styles or not). When not using styles, call up the Tab ruler from within the footnote (it's in the Type menu) and start dragging tab stops. When using styles, call up the Tabs panel and do the same. You can also look up Paragraph Indents in the Help, then you won't need to specify the indent-to-here code.
Setting up a unique style for just the footnote number in a footnote is kinda tricky. I thought I remembered it used the same character style, but you are correct: that only applies for the text reference, and there are no special provisions for the footnote itself. So let's make one!
First create a new Character Style and name it “Note number”. Just enable your OSF here — no need to override font, size, or anything else (well, unless you want to — then it's OK). Then, in your Footnote paragraph style, add a GREP style. Set the text to match to this:
~F
and the style to apply to “Note number”. Then … press OK and enjoy. That's all!
(The Magic Trick is that the automatic footnote number is not a regular number, so the usual stuff of finding and matching digits is not necessary. Instead, the style is applied to just the Footnote Reference Marker, which is the official name of the “automatic footnote number” code that gets inserted in footnotes. You guessed right: that code is “~F”.)