OK I felt a little bad about my first post so here's my 2nd attempt.
Your "default" materials are in the folder that says Physical. You have to click on it to see it.
The "illumination" you speak of is not a material. It's a attribute of the physical material and requires a "texture".
Yes...there is a difference between materials and textures. Textures are usually 2D "maps" applied to materials.
For example: diffuse maps, gloss maps, reflection maps, etc... & illumination maps
Back to the quality of the tutorial you're following: Either it's a bad tutorial that fails to "tutor" you effectively, or it's too advanced for
your level of knowledge.
Bottom line...your default materials are NOT missing. And Illumination is a "property" of that yellow material you are using and it requires
a texture.