Line spacing - override double-spacing when hitting Enter

I have a list. When I press Enter to type the next item, it assumes a new paragraph, and double spaces the next entry. How can I (step-by-step) select lines of text and make it all single-spaced?

It depends on how you have formatted.

Upload a reduced and anonymized document in which the problem is present here. Thank you.

Do look at the Format>Paragraph then Indents & Spacing tab. Make sure Above Paragraph and Below Paragraph are set to 0. You can also highlight existing text then adjust these. If you are using a specific style (good for you) then use the menu option Styles>Edit Styles… then Indents & Spacing tab.