Title - italic or underlined
In twenty-first century usage, the most usual way of marking the titles of published sources in academic work is by italicisation. (For advice on this, see How to mark titles and Titles - italicisation.) This has been made easy by modern computers, which can set print in italic with no problems. For most of the twentieth century, when the predominant technology was the typewriter, varying between roman and italic was impractical. The convention then followed the practice of the eighteenth and nineteenth centuries, when manuscripts were handwritten to be sent to the printer - and most handwriting sloped markedly from lower left to upper right (////). For reasons of clarity, the instruction to the printer to "print this in italic" was a single underline, which can be produced with comparative ease on a typewriter, as of course in handwriting. (Double underlining meant "Set this in bold.)
Students may see the instruction to "mark titles with italic or underline". This gives you a free choice; but we suggest that you follow the most common convention these days and use italic as your norm. Whichever you choose, be consistent and use it always. My practice is always to use italics when word-processing. It is after all the ultimate effect that was always intended.
You may also want to look at Titles - capitalisation and Titles - italicisation.
Be aware that different publishers and different academic departments and subjects have different rules for how to mark titles. Follow the appropriate guidelines for your current purposes.