Layout → Page Settings... (like Style → General...) allows you to change the layout and formatting of a score. The Page Settings dialog controls general formatting options, including page size, printable margins, and how big a staff space is (Scaling). Page Settings is the first place to go to make the size of your sheet music bigger or smaller.
Here you can select the paper format, either by standard name (e.g., Letter or A4), or by specifying the height and width in either mm or inches (use the radio buttons to choose which unit of measurement to use). The initial default page size depends on your localization—in the United States, Letter size paper is standard.
You can also choose to format your music in Landscape or Portrait orientation using the radio buttons. Prior to version 2.1 unchecking Landscape enabled Portrait format. You can optionally use Two sided layout (i.e., book format, with mirror left and right margins for even and odd pages—see below).
The Even Page Margins and Odd Page Margins settings allow you to define the printable area of your pages. Aside from changing the margins around the music on the page, other settings, such as the positions of headers and footers, are calculated relative to the margins defined here.
If the "Two sided" checkbox under "Page Size" is selected, you can set margins differently for mirroring odd and even pages. Otherwise, only one set of margins can be modified, but will apply to all pages.
To display page margins in your score on screen (though not in print), go to View → Show Page Margins.
Staff space (sp) is the size of the space between two lines of a staff (or one-quarter the size of the full five-line staff). Since notes fit in that space, it also controls the size of note heads, and, in turn, proportionally, the size of note stems, accidentals, clefs etc. Additionally, many other formatting options are defined in terms of sp as a unit of measure (e.g., 5.0sp). Since changing the staff space size has a proportional affect on almost everything, it is also sometimes called scaling.
Note: Changing the scaling does not always change the number of systems per page, because system distance can vary between limits set under "Min system distance" and "Max system distance" (see Style → General... → Page).
First page number sets the number of the first page of the particular score. Page numbers below 1 won't get printed—e.g., setting the first page number to -1 would result in the first and second page showing no page number, and page number 1 appearing on the third page.
The Apply to all Parts button is available when modifying a part, rather than the main score (see Part extraction). If you change the page settings of one part and want the rest of the parts to have the same settings, this button will apply the change to all parts in one go.