Either can be done--piecemeal, or massively.
A lot depends on what style is in effect where you are writing.
Suppose you're using a style named Indented First Line. You can change the
first line indent for Indented First Line as follows:
Press Ctrl+Shift+S. This displays the Apply Styles dialog. If Indented First
Line is not already displayed, type Indented First Line under Style Name:
Click Modify.
Click Format - Paragraph.
In the Indents and Spacing tab, set Special: to First line; set By: to 0.5.
Click OK.
At the bottom of the Modify Style dialog, choose Only in this document OR
New documents based on this template, depending on which one you want.
Click OK.
It is NOT advisable to make this kind of change to the style named Normal.
Normal is used as a "Based on" style for numerous other styles, so if you
change Normal in this way, the 1st line indent could trickle down to
numerous other styles where you do not want a first line indent. That's why
I used "Indented First Line" as my example, since it is the sort of style
that one would want to be always indented. Although... much modern
formatting usually calls for block style with spacing between paragraphs,
rather than indenting the first line.