This may help.
Understanding Styles in Microsoft Word
I hope so, because I've spent a lot of time on it. If you are using Word on a regular basis, reading it will save you time and help you keep your hair.
It is long and started before Word 2003. If you can't read it all, at least read Importance of Styles in Word.

If you are going to continue using Word, you need to get a good grasp of styles. Without that, you will constantly be frustrated.
Here is a shorter article (by a better writer): Tips for Understanding Styles in Word by Shauna Kelly