If you want, here is a link to a video webinar by "Legal Guru" Deborah Savadra on why you need to use styles.

Here is a link to the full article by Dian Chapman: Yet Another "Use Styles" Verbal Beating! by Dian Chapman, MVP. Here is the article from which the Dian Chapman quote came:
Getting Started With Styles. Both articles were written for pre-menu versions of Word.

And, while you are using a style "Normal" if you do not do anything, you are not making use of styles. You are making things harder for yourself and anyone else using your documents.