Did you set the font for all caps? Right-click anywhere on the screen then select FONT from the resulting menu. Then check the Effects section...Is the ALL CAPS block checked? If so, clear the check...

If you are new to MS Word, you may want to become familiar with the following links to help you out:

Microsoft Word Help, Tips and Tutorials – Making the most of Word in your business | ShaunaKelly.com
Understanding styles | ShaunaKelly.com
Numbered Headings
MVP Links

And, there are plenty more links available that can help if needed.

HTHs