First, turn on display of non-printing formatting marks.
Showing non-printing formatting marks in Microsoft Word
My guess is that you will see some little black squares in the left margin.

Second, check the settings for paragraph formatting for "keep with next" and keep lines together. Try turning off "keep with next" except where you truly want that.

If that works, here is some reading:
Basic Concepts of Microsoft Word - from Shauna Kelly
How to create numbered headings or outline numbering in Ribbon Versions of Word by Shauna Kelly
Understanding Styles in Microsoft Word

In a relatively short time, reading these will save you time and prevent frustration.

If it didn't work, write back with what you found when you looked and what happened.