Both cases indicate a section break.
Each section has a first page. The first page header for that section will display on that first page of the section. You can change that setting in each section.
Turn on the display of non-printing formatting marks to see section breaks.
Showing non-printing formatting marks in Microsoft Word
You can also see this in the status bar at the bottom of the window if you have it set to show sections.
Header/Footer Settings Recap