So I went into Settings > Reading and set my posts page to display on a static page, that page being "Blog".
I've now got some problems going on with my "Blog" page, it doesn't display the .current_page_item style when the other navigation links do and the footer is completely different to the other pages.
I've now got some problems going on with my "Blog" page, it doesn't display the .current_page_item style when the other navigation links do and the footer is completely different to the other pages.
Why is this?
index.php is the template for your blog page, no matter which page of your blog you put it on.
page.php is the default template for all the other pages.
I'd start by checking that index.php is calling the same footer as page.php.