Click the very first paragraph number. Does that select all the other numbers, indicating that they are all part of the same list?

To adjust the settings for numbering, you can right-click and choose Adjust List Indents, which will display the Adjust List Indents dialog box, if this is a single-level list.
Often, it will be more efficient to click Home tab > Paragraph group > Multilevel List > Define New Multilevel List so that you get access to all the settings (numbering and indentation) for your list.
P.S. Long-term, the best way to set up numbered lists is by using styles. You may manage without styles in a short, uncomplex document. You definitely won't in a long, complex document, though.