Each section of a document can have its own header - so if you create a new section at each page change, you can then have a different header on each page of your document.
Headers are, by definition, running the same on each page of a document. Can you describe a situation where you would need a different header on each page?
Well, I'm doing an essay and I need the first header to be the date, my name, etc. Then the pages after that need to be numbered, and the last page should have no header whatsoever.
Well, I'm doing an essay and I need the first header to be the date, my name, etc. Then the pages after that need to be numbered, and the last page should have no header whatsoever.
You mischaracterized your needs. What you described in Microsoft parlance is called "Different First Page." What follows are simply numbered pages. Numbering pages is a standard feature of most word processors.
The information that you want to place in the header of your first page should not be. It should be placed in the body. The only necessary information for your subsequent page headers is your page number. You may also want to include identifying information such as:
Mario
Page 2
Caveat: If your instructor has mandated a specific format, then you need to be clear about your requirements.