A family of Microsoft word processing software products for creating web, email, and print documents.
Press Shift+F1 to open the Reveal Formatting pane, and put the cursor in the paragraph in question. Check the box at the bottom of the pane for "Distinguish style source". Under the heading of Paragraph, you should see items for Alignment and for Indentation. That should explain where the indent is set.
Technically, every paragraph in Word has some paragraph style. If nothing else, it will be Normal style. Again, the Reveal Format pane will tell you which style is applied at the cursor location.
Another possibility is that some object, such as a text box or frame with no fill, no outline, and no text, is occupying the space to the left of the paragraph and pushing the text to the right. If that object is anchored in the header or footer, you wouldn't be able to click on it unless the header or footer pane is open. There's more on this at http://wordfaqs.ssbarnhill.com/UnaccountablyIndented.htm.