Web pages are different than the word processing documents you are used to. Web browsers will ignore any extra spaces, tabs or returns that you type in when designing the web page. Instead, you have to be very specific about how the page is going to look by using tags (and later, styles).
We use <p></p> to define paragraphs. Anything between those two tags is considered one paragraph and will get displayed accordingly, including some spacing before and after the paragraph on the page.
There is a related tag <br> which just introduces a line break but does not contain a paragraph. <br> is one of the few tags that doesn't need a closing tab, although for more strict implementations you can implement it as a self-closing tag <br />.