When editing a page, there is a drop-down list which lets you choose from some predefined text formats. It defaults to Normal; see the image below:
To change the text formatting, first select the text you wish to format, and then pick an option from the list. For section headings within a page, you should usually pick Headin 2 or Heading 3 - you can see examples of how these will display below. You should not use Heading 1, as that is intended for use only as the page title.