The thing is called a pillcrow and it designates the end of a paragraph. It is one of the non-printing formatting characters you can display. I keep it turned on virtually all of the time because in a properly-formatted Word document you should have no empty paragraphs. What do all those funny marks, like the dots between the words in my document, and the square bullets in the left margin, mean? , MVP and Dave Rado, MVP

Short answer to your question: Ctrl-Shift-8 or Ctrl-* toggles display of these. If it does not switch it off for you, write back. There is a more involved method involving options settings.

Right now, though, I would recommend looking at:
Rules for Typing in Word by Shauna Kelly