Styles and overrides

Visual representation of what @Mike Witherell and @Peter Spier said - this should be your default / selected / active CharStyle, before you place / import any new text - or create a new TextFrame and start typing a new next:

There's a good chance here you have a character style defined and unintentionally clicked it with nothing selected. Doing tjhat set it as the default for all text going forward and it is overriding any paragraph style as @Mike Witherell explained above. Rather than clear it over and over, with no selection active, make sure your character is style set to [None].

It is a 3-way struggle ...

[bad] Attributes applied by directly selecting text and clicking on attributes (in the Control, Paragraph, and/or Character panels) will override these next two things below ...

Character Styles applied from the Character Style panel which will override paragraph styles discussed below...

Paragraph Styles applied from the Paragraph Style panel is the main thing you want to use most of the time, yet they are overridden by the above 2 situations.

If you apply a paragraph style, but the look doesn't change, likely you have a Character Style applied incorrectly (reset it to None in the Character panel).

Another thing that hints at overrides is a plus + sign next to the name of the paragraph style. 

A way to clean up overrides on selected text is to click on the Clear Overrides button at the bottom center of the Paragraph Style panel.

A way to "see" overrides is to click on the Style Override Highlighter button in the top right of the Paragraph Style panel.