Proper Use of Header Tags
Using a header tag to either make your font BIGGER or more colourful. It is a common mistake but costly one.
Header tags are used to differentiate the heading of a page from the rest of the content.
By default WordPress uses an H1 header tag for its post and page titles. For the most part that should be the only h1 tag on any web page.
The hierarchy of your header tags is important.
This means that if you jump ahead to other tag numbers (ie. jump from H1 to H3) the heading structure will be broken, and this is not great your on-page SEO.
Do not use header tags as quick way to make your heading or content more visible. You can use html or css to get same thing done without impacting your SEO.
For more detailed information on proper use of Header Tags
Joost Devalk has excellent article on using Heading elements on web pages.
The heading structure for your blog