It's a bottom border on the paragraph. To remove it, select the
paragraph where the line appears, then click on Format | Borders and
Shading | Borders tab | Setting: None. You might have to do this to
several paragraphs before the line finally goes away, because if there
are several consecutive paragraphs formatted with a bottom border, the
border only appears on the last paragraph; when you remove the border
from the last paragraph thus formatted, the border appears on the
preceding paragraph thus formatted, etc. If you don't want this
"helpful feature" every time you type three dashes and enter, you can
turn it off by clicking on Tools | Autocorrect Options | Autoformat as
You Type | uncheck the "Border lines" box.
