Right-click on a control on the XAML design surface and select Edit Style or Edit Template (depending on the control you are right-clicking on).
You can then apply an existing style by selecting Apply Resource, or define a new style by selecting Create Empty.
If you create an empty style, you are given the option to define it in the page, in the App.xaml file, or in a separate resource dictionary.
Feel free to comment if you can add help to this page or point out issues and solutions you have found. I do not provide support on this site, if you need help with a problem head over to stack overflow.