A family of Microsoft word processing software products for creating web, email, and print documents.
There are two styles that deal with footnotes: Footnote Text and Footnote Reference.
The key one is Footnote Text.
If at any point this style had Italics as formatting things can get confusing because Italics formatting is a toggle.
If, say, the style had Italics and someone editing decided they did not like it and selected each of the footnotes and turned off the Italics. This is called direct formatting. However, any new footnotes would then still be entered in Italics using the settings in the style. If the style were then to be changed to non-Italics the current footnotes would change/toggle so those that had been set to not be Italic, would now use the directly-applied Italic formatting. This is enough to confuse anyone who does not understand the layering of style-based formatting, direct formating, and toggle settings.
You want to first check the Style to make sure that it does not have Italics formatting. Then, select the footnotes that are showing Italic formatting and reapply the style to the footnote. You should be able to do this using the keyboard shortcut Ctrl+Spacebar.
Are these footnotes or citations? Citations have their own set ups.
It is important that you learn about character styles and how they work.
If footnotes and not citations...
You want part of your footnotes Italicized. That has to be handled either through a character style or by direct formatting if in the footnotes. Look at the formatting of your Footnote Text style.
The default for that is non-Italicized so you would want to apply an Italicized character style (perhaps Emphasis) or direct Italics formatting to text you want Italicized.
As Bob Jones pointed out below, you can apply a character style using the same keyboard shortcut. You've now had three different people recommend using a character style for this purpose. You might want to at least toy with the idea. I personally have Ctrl+I assigned to the Emphasis style (Windows).