Dave, did you check if your document is divided into sections? The easiest way for this is to click the button with a big "Pi"-like symbol on it. This toggles displaying the non-printing characters. Find a horizontal line marked "Section Break", click on it and hit Delete to elliminate all sections from the document. This way, the page formatting you select in "Page Setup" will apply to the entire document.

Second, check the paragraph spacing. Select all text, go to Format menu > Paragraph and set 0 for all paragraph spacings (before, after, left and right ident).

Something more radical would be to select all text and select the Normal style, or "Clear style" if I remember correctly.