Familiar issue, typically when copy/pasting from .pdf – I'd deal with it in a text editor before trying to paste paragraphs into Word. Many editors give you options to select a block of lines and easily merge them into a single paragraph.

A quick web search seems to suggest you might be able to use search/replace on a selected block in Word; most hits refer to the post http://sbarnhill.mvps.org/WordFAQs/CleanWebText.htm