If you want to only address the footnote number in the footnote itself you can do it with this code. I recommend you apply the same character style that was applied to the footnote reference in the body of the document.
Code:
Sub FootnoteMark2()
Dim aFN As Footnote
For Each aFN In ActiveDocument.Footnotes
' With aFN.Range.Paragraphs(1).Range.Words(1).Font 'enable this for direct formatting
' .Superscript = True
' .Position = 0
' End With
aFN.Range.Paragraphs(1).Range.Words(1).Style = "Footnote Reference" 'preferred method is to use a style
Next aFN
End Sub