I suggest you click on the ¶ symbol on the Ribbon's Home tab, so you can see Word's formatting marks. Whenever you press the Enter key on its own, a new ¶ will appear there in the document and the insertion point will move to the start of the new paragraph. The ¶ represents a paragraph break. Pressing the Enter key on its own never merely continues the previous paragraph.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]