If you accidentally press Ctrl-Alt-Enter, Word uses what's called a Style Separator to visually join two logically separate paragraphs.

This is normally used where you want to have a heading in the body of the document, but not have everything in that heading reflected in the document's Table of Contents.

When you create a Style Separator, there will be a hidden pilcrow (¶) in the middle of the paragraph. You can select and delete that character, if need be. When you do, the 'paragraph' following the Style Separator adopts the style of the 'paragraph' preceding it.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]