I use Pages for Mac to write and I love it. What I've read elsewhere and what's been proven true, is you can't use the buttons for styles on the format bar like bold or italic. You have to create a Style and then apply that style to the text. I don't know why, but it is so. Do not use the buttons to format your text. You will regret it when you have to go back through your entire document finding each usage of bold or italic or underline and redefine it from the styles you finally broke down and made. (ask me how I know ; >)
Making a style is very easy in Pages. You can start by defining the body of your work which is what you want the majority of your text to look like. Get the correct font and size (12 point Times New Roman is usually recommended) just like you normally would.
Under View, select 'show style drawer'. Highlight a bit of the text that you just formatted, Click on the down arrow to the right of 'Body' in the Style drawer then click 'Redefine style from selection'. If you've already done some typing you'll want to select it all and then double click on Body to apply that style to it.
It's easy to add attributes at this point. Highlight a word you want to show as bold or italic, click the button in the format bar to make it how you want it (yes, you may click the button now). Then highlight the word you formatted and in the style drawer in the middle section under 'Character Styles' click the down arrow beside 'None' and then click 'Create new Character style' from selection. Name it something you will remember (italics, Use for notes, First letter of a paragraph). From that point on any time you want another letter or word in that style simply highlight it and then double click the style you want to apply.
The main thing is don't let yourself forget about using the styles you've made as you're typing away. It's easy to get caught up and click on the style button in the format bar out of habit. Your document will look fine on Pages but any formatting that you do without going through a style will not show up properly when you send your work to be published (for ebooks).