1. Ctrl+Shift+N applies the Normal style to text. Click in the paragraph without selecting text to apply to whole paragraph.
2. For the style attribute of "style for following paragraph" to apply, you must be at the end of the current paragraph. If you are not, you are breaking the current paragraph and the current style continues to apply.
3. By default, unless altered by the user, the style for the following paragraph for Heading 1 is the Normal style.

I am unsure what you are saying about hyperlinks. That is a character style. Like any character formatting, if you continue typing while the formatting is in effect, it continues. Press Ctrl+Spacebar to return selected text to the underlying formatting.

The Clear Formatting button on the Home tab applies the Normal style and removes direct formatting.