Overview

When you do a  new line in WordPress, at least when using the CKEditor, it adds a paragraph tag, “<p>” and “</p> around your text thus:

<p>
Line one
</p>
<p>
Line two
</p>
<p>
Line three
</p>
<p>
&nbsp;
</p>

Resolution

Instead of pressing <Enter> you should press <Shift><Enter> and in then you will get:

<p>
    Line one<br />
    Line two<br />
    Line three<br />
    &nbsp;</p>