Styles can be overwhelming at first. One of the Odd things about Word is that it really helps when you use styles, But Word makes it soooo easy not to use styles, and makes it hard to use styles correctly.

Read the links on Styles Charles provided. Make sure you get the terminology down--a lot of the terms are similar, and getting them confused will result in much wailing and gnashing of teeth.

Once you are comfortable with the basics, start experimenting.