I know this is long, but I just did this and it worked, so I hope it wasn't just a fluke. I hope this works for everyone else.
:-)
Open a new document.
If you click on the little arrow that kind of points to the corner under "Change Styles", a list should appear.
Normal should have a box around it. If you hover over the paragraph symbol, you'll see an arrow that will bring up a drop-down menu.
Click on the drop-down arrow.
Select Modify.
Under "Formatting" and directly under the Font Color drop-down menu (it should say "Automatic"), you'll see 2 "boxes"....the first one has 2 little blue arrows pointing away from each other and the second one has 2 little arrows pointing towards each other.
Click the one with the arrows pointing TOWARDS each other. When you hover over it, it will say "Decrease Paragraph Spacing".
Click it twice or as many times as you can. It will stop when there are no more spaces to delete.
Now at the bottom, click on "New documents based on this template"
(Side Note: If you want to change the default Font or Size of your new documents, you can change it here)
Click OK
Close the original drop-down menu if it's still open (Click on the "X")
Now click on "Change Styles" (the entire button).
In the drop-down menu, select "Set as Default"
Now close your document.
Open a new document.
Type something and press Enter.
The space should be deleted.
:-)