Styling only 1 link in a menu

If the link is to a post, for example, I believe you can use the_ID();

<a class="post" id="post-<?php the_ID(); ?>"></a>

Then in your CSS you can call to it:

#post-37 {
     text-decoration: none;
     color: #000000;
     /* etc. */
}

https://codex.www.ads-software.com/Template_Tags/the_ID