You don't have to worry about page styles as long as you want the same page size, headers, footers, etc. on all pages (or left and right pages) of your document. You can simply deal with that with Format - Page. The trouble starts when you want a header on some pages and not on others. That's when you need to use different page styles.
There are two problems here, one is how to switch page styles safely. The other problem is how you change the properties of a page style. Here the user interface is lacking. It'd be much better if there was a toolbar where you can configure the behavior of your headers and footers when the cursor is in a header or footer. But now you can only change them with Format – Page or with the styles list (press F11 to open or hide it), fourth icon from the left.
You can double click a style to change the current page style. You can also change the page style for the page holding the cursor by right clicking the page style name (between page number and language) in the status bar (bottom of the window) and selecting a style from the list. Don't do that in a document that already has different pages styles if you are new to pages styles. If you're an experienced user, you probably don't want to change page styles in a document with several page styles that way either.

- first to analyze what you need and create the page styles that you need if you need more than the predefined ones;
- to work from page 1 (numbered or not, it's the first page of the document) and proceed until the last page, applying new page styles where required.
Below we'll
- discuss how to (safely) move from one page style to another,
- mention problems in conversion to and from the MS Word format and
- give some examples of how page styles are applied for documents with different headers.
If all of this seems very abstract, just start a new document, enter enough dummy text to fill a few pages and apply the instructions until you get the hang of it all.