Remove spacing between pages in microsoft word for mac
That feature is not supported on any version of Office for Mac to date. The closest you can get is to change the view. Look towards the bottom left of the screen. You will see icons and the 4th one should be a different color than the other 5. The 2 furthest to the left will allow you to have something that somewhat does the feature that you are looking for. One is called draft view and one is called outline view.

Or you can choose Notebook layout view. This has no gap but makes your document look like a “real notebook”