The normal style does not control everything in a document, it is the most central, though. For example, line spacing for the Heading styles will be different and should be.

I strongly urge you to review the short series of tutorials that starts with:

• Basic Concepts of Microsoft Word - from Shauna Kelly

You will be a lot happier working with Word if you do.
Here are some other things to look at:

• Why use Microsoft Word’s built-in heading styles? by Shauna Kelly
• Importance of Styles in Word
• (If you plan on using automatic numbering of parts...) How to create numbered headings or outline numbering in Ribbon Versions of Word by Shauna Kelly