It's probably a style called "Footnote Reference." If you're on a Windows desktop version of Word, you can hit SHIFT + F1 to get the Reveal Formatting pane which can help get all that info. I also keep a Style dropdown on my Quick Access Toolbar so it displays the style of whatever I've selected. (You can add that under Customize your Quick Access Toolbar.)
You should be able to edit the font and other settings for the Footnote Reference style.
