If you format a document without Styles, it is referred to as "direct" formatting. This means modifying text or other objects, such as frames or tables, by applying various attributes directly. The format applies only to the selected area and all changes must be made separately. Styles, on the other hand, are not applied to the text directly, but rather are defined in the Styles window and then applied. One advantage is that when you change a Style, all parts of the document to which that Style is assigned are modified at the same time.
You can remove direct formatting from your document by selecting the entire text with the shortcut keys CommandCtrl+A and then choosing Format - Clear Direct Formatting.