Blender has a simple rule regarding materials that you may want to remember, which is that any material must have an object associated. What happens if you don't follow that rule? If Blender finds a material that doesn't have an object, it will purge the material from your file.
What if you want to keep a material with no object assigned? For that, you will find something called Fake User to protect materials from a possible exclusion.
Before we take a look at the Fake User controls, let's see where to set up and configure materials. You will find the controls on the Materials tab in the properties window. Select an object, such as our chair, and open the Materials tab.