Vertical spacing could be Spacing Before and/or Spacing After (in the Paragraph dialog box) which you can change to zero.

Note that recent versions of Word have some Spacing After by default. You can change that in the Manage Styles dialog box.

To display the dialog box, click the Manage Styles icon in the Styles pane (Ctrl+Shift+Alt+S). You'll find the relevant options on the Set Defaults tab.

__________________
Stefan Blom
Microsoft Word MVP

Microsoft 365 apps for business
Windows 11 Professional

I'm sorry but I'm not following this.

Where is the Paragraph dialog box?

I pulled up the Styles pane. I don't see a set defaults tab and I don't see a place to type a 0 anywhere. Selecting "No Spacing" doesn't solve this issue: if I hit the ENTER key the text still jumps to the next page. Why would anyone think that programming the software to make your text jump massive spaces would be a good idea? Yes, I'm frustrated.

UPDATE: I figured it out. The following video helped. Thank you for assisting me. Word is a little more complex than I imagined. - https://www.youtube.com/watch?v=2uQwfFyX09Q

Document defaults can be entered on the Set Defaults tab of the dialog box, as I wrote.

The Paragraph dialog box can be accessed by clicking the dialog launcher button in the Paragraph group on the Page Layout tab.

Since you have now fixed the problem, what turned out to be the underlying cause?

__________________
Stefan Blom
Microsoft Word MVP

Microsoft 365 apps for business
Windows 11 Professional