So the first thing to do is work out where this line is anchored. Take a copy of the file and go into the header and do a Ctrl-A and then press Delete. If the rest of the header and the line both disappear then you know it is part of the header. If the line remains, go to the footer and delete everything there too.
If both those fail to remove it, do a select all in the body of the document and press Delete.

If the line remains after all that mad deleting then it must be part of the page background. If that is the case, go to Design > Page Borders

If none of these help, post a copy of the 'empty' document you created in the first paragraph above so we can have a look at it.

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Andrew Lockton
Chrysalis Design, Melbourne Australia