Is there any content in the header or footer?

Your picture does not show any. If there is no content, when you are in any view other than the header/footer edit view, nothing should be showing or printing.

Header/Footer Settings Recap

If there is content, you have somehow modified your normal template and need to change it back. If you have no other customizations, the simple way to do that is to rename the normal template with Word closed. Normal Template in Microsoft Word - How to Find or Open the Normal Template