I'm currently in a doc where I just set all of the main styles (title, headline 1, etc) to my own styles. Or do you mean something else? Just change some words, then select headline 1 -> update from here

You are redefining the existing styles, not defining your own styles.

Aah, ok. Well apparently I've never needed to get that fancy with word.

The semi-joke with Word is that we all know everyone only uses about 20% of its features, but it turns out nobody agrees on what that 20% is. :)