A family of Microsoft word processing software products for creating web, email, and print documents.
You may be referring to Headings. Headers are the area at the tops of each page, while Headings are the titles you assign to parts of the document.
If a Heading style has space before it in the Paragraph dialog, then you will get different results if the heading follows a Page Break. In that case the space before does not display as expected. This is a long-standing quirk of Word that you must work around. Microsoft apparently does not consider it a bug and there is no fix in the works.