In order to answer your question we need to know what is causing the space. The place to start is to click the ¶ button on the Home tab of the ribbon to display the formatting and also to display the rulers so that you can see the margins that apply.

However as a simple first step you could paste the content with Paste Special > unformatted text, which will format the text to match the format at the cursor. Then any short lines will be attributable to additional paragraph or line breaks from the source material.

__________________
Graham Mayor - MS MVP (Word) (2002-2019)
Visit my web site for more programming tips and ready made processes www.gmayor.com