To expand just a bit on Charles' reply, the built-in headings, by default, have the Normal style as their "Style for following paragraph," but you can change that so that Heading 1 has "Heading 1" as the "Style for following paragraph," etc.

As an alternative, work with the document in Outline view; that way, the "Style for following paragraph" will be ignored.

Note that if you are planning to make use of headings in a numbered list (that is, without "intervening" non-heading text), you should also clear the "Keep with next" setting for your heading styles. If you leave that option selected, there will be problems with page breaks in the document (because Word tries, but fails, to keep all paragraphs together).

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Stefan Blom
Microsoft Word MVP

Microsoft 365 apps for business
Windows 11 Professional