For word/phrase request questions, is there a convention for highlighting the example word given?
In this answer https://english.stackexchange.com/a/169794/37273 I used bold, and somebody changed it to italics.
What is the convention here?
Mentions are generally in italics, and emphasis is indicated with bold.
You can use can to indicate ability, reserving may to express permission, although in informal situations can generally works for may.
Keeping the two typographical conventions distinct means that it’s possible to combine them when you want to emphasise a mention.
So we have
Give some context would fit.
I have a specific problem I need to solve, but first, I need to give you some context.
Maintaining a convention for the use-mention distinction doesn’t mean that italics and bold may not be used elsewhere (for example, I would probably set per se in italics), but mentions should be italicised.
A similar question was asked over three years ago, and the advice there has generally been followed to the extent that now it’s the norm here and you may find that posts are edited to conform to it.