In some cases you may want to change only a specific word or sentence, so you just need to make your text like that:
sb.Append("<size=10> <color=yellow><b>WARNING: </b></color> Some text here</size>");
In this case my style font size is 8, so this text will be a bit bigger then the other lines, the word WARNING will be written in yellow and bold and ‘Some text here’ is the default color.