Can you provide a screen shot of the Nested styles panel of your paragraph style?
the rest of the paragraph is 10pt adobe garamond left justified roman (another character style sheet).
If I am reading you correctly, the style you want for the majority of your paragraph should be set your base Paragraph style, and not a Character style. You would only need one nested style; the one for the first word.
I tried that as well. If I do that - then the whole paragraph takes on the nested style.
If your Basic Character formats within your paragraph style is set to your 10 pt garamond style, and you have your nested style set for just the first word, it should be working.
Check to see if a Character style is applyed to the paragraph through the Character Styles panel. If there is, it will override whatever you do in your paragraph style.
If that doesn't work, try option-clicking the paragraph style name after applying it; there may be some underlying override formatting.
No Character Style should be applied to an entire paragraph. That's a misuse of the feature, and the root of your misunderstanding of the Nested Styles feature. The same is true of the line style. That's intended to format a "lead-in" style at the beginning of a paragraph...not the whole paragraph. You're applying competing styles the way you have it, and that's why you're not getting a predictable result.
1. Set up a Paragraph Style to format the paragraph.
2. Apply it.
3. Deselect everything, then edit the style. Tick the Preview box at bottom left.
4. Within the Paragraph Style, set the Nested Character Style ... through ... 1 ... Words ... and watch it take effect.