When you hit return/enter at the end of a line of text, your telling it to create a new paragraph, which is why the space is added in there. This is actually the same in most editors, like Microsoft Word etc, enter/return creates a new paragraph. In your website, we have created a style that says exactly how much space to add between paragraphs. This  means your site  looks nice an consistent with the same amount of space between all paragraphs.

There maybe some cases where you don't want this to happen and you just want a new line. For example you have one word  on a new  line for your heading and it doesn't look quite right. 

If you just want to do a new line but not a new paragraph, hold down the shift key when hitting the return/enter key. You should then see a new line without the space. Creating a return  like this is called a soft return, whereas a normal return that creates the space is called a hard return.

Be careful to not use this feature unless it's really necessary. It can create problems later on if more content is added to the text as it  may not format correctly creating a soft return where it's no longer required.