I advise you to make another component for you items, that way it will be easier to manage state for each item

for instance :

function YourComponent() {    
...
const [currentStyle, setCurrentStyle] = useState();
    ...
    array.map(val => (<ItemComponent style={currentStyle}>{val.name}</ItemComponent>)
...
}

function ItemComponent({style, children}) {
   const [changeStyle, setChangeStyle] = useState(false)
   return (
       <li onClick={() => {setChangeStyle(true)}} style={changeStyle ? style : null}>{children}</li>
    )
}

The better way to do that has already been shared by Jimmy. but if you are lazy you can do something like.

Note: Both approaches are different. If you manage that via subcomponents you will have to add extra logic to keep track of clicked items in the parent. (Still recommended)

But if you use this one you can have the clicked Items track in the component itself (clickedItems)

const [currentStyle, setCurrentStyle] = useState();
const [clickedItems, setClickedItems] = useState([]);

array.map((val, index) => (<li onClick={() => 
    setClickedItems(clickedItems.find(i => i===index) ? clickedItems : [...clickedItems, index])}
    style={clickedItems.find(i => i===index) ? currentStyle : null}>{val.name}
</li>)