Changing the header size of your pages and posts is done for two reasons,one is to improve the visual appeal of the page and also to let the search engines know the importance of the information within your content.This can contribute to SEO results.

Starting out, the Title of your page or post is automatically set to H1,so I wont waste your time showing that part of the process.

What we are concerned with is when we get into the body of your content.