Table of contents in Pages - can't get it to work

Tried creating a Table of Contents in pages
Marked my headlines, changed them into title, heading and subheading.
When everything needed was changed into proper format, I wanted to insert the table of contents from the menu. I get the error message, that no text is formatted in the correct way and therefore my table of contents can't be created.
I previously used MS Office - and creating a table of contents works in the same way. I have read the users guide for Pages, trying to figure out what I've done wrong - but it didn't work out.
If anybody could solve this peace of mystery I'll be very thankful
Maria

Hi Terry,
you helped Maria so well. Maybe you can help me aswell ... I just started using Pages (trial version) and have used MS Office before that. I want to create a TOC based on styles that are numbered as follows: 1. heading 1
1.1. heading 2
1.1.1. heading 3
1.1.1.1. heading 4 asf.
If I create a numbered style it will only have 1. and no further level (is that the right word? I'm German, sorry!). If I create a style from a numbered list (where it is possible to have different levels) I can create a TOC but have to format that completely aswell (the TOC doesn't have the format of the headings, in particular the numbers are gone and also the format). In MS Word it seems to be much easier. Here I create a style (heading 1, 2, 3, etc.) and can asign numbers and levels to the headings. The TOC shows the exact same format as the headings in the document. How can this be achieved in Pages? Apple should actually do better then MS, shouldn't it?!
Greetings, diescholzens

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