By now the Styles and Formatting Window is on the Right of your main Word Window. If you hover the mouse over Normal Style you get a “Sneak Preview” as shown in this Screenshot.
This is in fact my own settings for Normal Style, as used on numerous books for indie authors via our formatting service at coversareus.com.
Then if you click the down arrow on the Right you get this drop-down menu, in which you select Modify.
The main Modify Window is shown below, and you should set yours the same or similar, and then go to Paragraph at lower Left.
A secondary Window then allows you to nominate your preferred First Line Indent, Space Below etc.
The Line and Page Breaks tab gives further options and we recommend to turn off the Widows/Orphans Control. There is some debate that by turning it off you will not get “broken paragraphs”, so it is up to you, but it certainly has solved that issue for us.
And that is all you need to do in order to set up Normal Style as you want it. If you wished, you could also make a New Style and call it say Normal1 which has no first line indent, to be used for the first paragraph in a Chapter.