In this case it is from a web page but I can't remeber where I was copying from before in previous occurrences. Copying first to notepad is a workaround I use but I'm wondering if there is a setting or a permanent fix.
When using Word, many people imagine that a page of text is, well, a page of text! It isn’t. It is a hugely complex file full of all sorts of hidden code, some of which is recognisable as what we call “text”.
When cutting and pasting from various sources, sometimes, stuff from the sources incorrectly mimics something that Word interprets as a funny symbol, or formatting (e.g. text may spread over several pages instead of staying neatly in one place as per the original). Sometimes fonts can be misinterpreted, or missing (a common one I see is the yin and yang Chinese symbol in place of a letter).
Pasting into Notepad gets rid of the problem because this only deals in pure text, so any strange code that may be misinterpreted, is stripped out.
AFAIK, there is no way round the problem other than using something like Notepad first, which is what I do sometimes.