Without any info about the original Word file nobody can tell you much, but from the looks of it you simply went way too far in the doc and used a ton of custom styles and formatting, which naturally won't translate well to AI simply because this stuff works differently across programs. you need to strip it down and clean it up.
Your screenshot indicates that your question is referring to InDesign and not Illustrator.
Does that apply?
Sorry about the delay. I am hopeful that the issue was fixed. If not, please select "Remove Text Formatting" from Import options and let us know how it goes.
Feel free to let us know if you still need assistance. We'd be happy to help.