There are two ways that Word formats paragraphs: using "hard formatting" or using styles. As a general rule, there are styles applied to every paragraph in a document by default. These styles act as a starting point for paragraph formatting. When you make changes to the formatting of a single paragraph, these changes are always made in addition to the formatting inherent in the style used by the paragraph.
When you make formatting changes, the specifications are stored in the paragraph marker at the end of the paragraph. If you have these markers turned on, they appear as a backwards P symbol; they symbolize a hard return, which is the definition of the end of a paragraph. You can view these paragraph markers by clicking on the Show/Hide tool. This appears on the standard toolbar, near the right side, and just to the left of the Zoom Control; the tool has the backwards P symbol on it.
If you move to the end of a paragraph and insert a page break, the page break is actually a part of the paragraph you were in when you inserted it. Why? Because you inserted it between the last character and the paragraph mark. You can see this clearly if you turn on the paragraph markers. Thus, the text at the end of the page, the page break, and the text at the top of the new page are all part of the same paragraph and maintain the same paragraph formatting.
If this is not what you want, then you can get around this by following these steps:
If you use styles exclusively in your documents, you can also define a style that automatically places a page break in front of it. For instance, if you are creating a document that has major sections, and you want each major section to start on a new page, then you could define a style for the new section headings that automatically includes a page break before it. You do this by defining the style and then click on the Text Flow tab of the Paragraph formatting dialog box. One of the controls on the tab (Page Break Before) indicates whether there should be a page break before the paragraph to which the style is applied.
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