first, you can see if an edge is hard or not if you go
Display > Polygons > Soft/Hard Edges
depending on whether or not Display > Polygons > Limit to Selected is toggled on or off will affect if you see this for all polygons or not

hard edges are solid edges, soft edges are dotted lines

to soften or harden an edge, select the edge and if you've still got the default marking menus then hold shift, hold right click, and go Soften/Harden Edge and select something from there

i think it's important that you know what you just did so i'm gonna try explain without getting too technical...

each face has a normal. that normal points in one direction and is perpendicular to the face (it points at right angles). the way the normal faces determines the way the light bounces off it, and thus how you see it when it's rendered

by softening the edge (aka softening the normals) you change the way the normal is facing as you get closer to the edge so it matches the same way the normal of the adjacent face is pointing.