In the walkthrough for Building your First App you need to copy some style into index.html (6:27 in the video, or this line of text in the docs:
"All of the CSS we're adding is in the examples/getting_started/index.html file in the SDK download."
Now, when I open that index.html in the downloaded SDK, it's pretty empty. It just contains the following:
If it's relevant: I just downloaded the latest version, which is sencha-touch-184.108.40.206-commercial.<!DOCTYPE HTML>
<html manifest="" lang="en-US">