Brushes Palette: That’s Not A Header, It’s A Button
If you look in the expanded Brushes palette (docked in the Palette Well by default), there's a list of controls on the left side of the dialog. At the top it shows Brush Presets, and you might figure that you can click on that and get some options, but the one that catches just about everyone off guard is just below that. It's the header for Brush Tip Shape. It appears to be a header for a list of brush tip options below it, but in reality, it's a button (I know, it doesn't look like a button, but it is). Click right on the words "Brush Tip Shape" and the Brush Tip Shape options are revealed in the main panel on the right.