General question about themes

Hey,
I have a question about themes. I recently started working with wordpress and i do not one thing. When i use a template across a few pages i get the same layout. Now is it possible to style each one of those pages individualy?
Or do i need to create a theme for each of those pages for the changes to be visible?

Because i noticed when using a theme on a couple of pages and then editing the content of these pages nothing happens. Because the theme overrides everything i try to do.

Can someone clarify how this is suppose to work, or tell me what i am doing wrong?

Thanks in advance