Footnotes: is there any 'rule' on how to use them? I am writing my Msc thesis and I would like to know if it is ok to use footnotes and if there are rules about using them (maybe related to the text format or other issues about the style, for example, should I use numbers or letters?)  And are there guidelines about what should not be put as footnote? 

Sorry if this might sound as a silly question, but since it is a thesis and not a book (therefore the aim is presenting results and not teaching people) I do not what it to look presumptuous
The rules will depend on:

1) Your chosen citation style

Your citation style will determine how you use footnotes. Some citation styles use footnotes as citations, where you'll find instances of Ibid and so forth. Others that utilise in-text citation state that footnotes are to only be used to add additional information not relevant to the main discussion (no citations). Your citation style will also indicate the formatting preferences. 

Regarding how many footnotes, I'm not sure what is the norm for a science-based paper, but generally for a social science stream you don't want to have that many footnotes.