It doesn't really skip a line, it just looks like it because the default after paragraph spacing is 12 points. You can change it in the text inspector. You may want to make this the default paragraph style for your documents.
While you're at it, you may want to insert an object & change its color & wrap extra space & then go to Format > Advanced > Define Default Shape Style. You can do similar settings for tables & text boxes. After setting the default style you can delete the objects.
Then save this document as a template & set it as the default in Preferences & your new documents will have your settings.
