The style sheet of this page tells the browser to put a border around specific elements — in particular, the first child element of each element in the document body.
Since the h1 element above is the first child element of the body element, it gets a border. These paragraphs, which come later, don't.
However, some elements nested in the p elements fit the requirements: they are the first child elements of those paragraphs, so they get a border as well — as does the sole (and thus first) child element of the h1 element.
Please note that the text between start tags has no bearing on whether or not a child element is the first child element.