How do I delete blank lines using search and replace

Lets assume Pages v5.5.3 on your Yosemite. From your Pages View menu, Show Invisibles. This will show the hard and soft returns that appear to comprise those blank lines in your document. Let's deal with the hard returns first. By example the following has a single blank line between each character:

Select the pilcrow below the A, and the one immediately behind the A. Then, in you would press command+E to use these two pilcrow character selections for your Find. The command+E is a shortcut from the Edit ▸ Find ▸ Use Selection for Find menu item. Now, just select the pilcrow behind the A, and choose Edit ▸ Find ▸ Use Selection for Replace. In short, we are replacing two pilcrow with a single pilcrow that will collapse the blank lines.

Press command+F, or Edit ▸ Find ▸ Find… , and your Find and Replace fields are pre-filled from the previous paragraph. Your find field will also report how many double-pilcrow matches it found. Then click Replace All. The result looks like the following:

What if you have a mixture of hard (pilcrow) and soft (carriage ↵ ) returns that looks like the following:

You would perform paragraph two again, this time selecting the carriage return behind the A, and the next pilcrow, followed by command+E. Then just select a single pilcrow for your replace sequence. Command+F, and replace all. This will leave you with the following, and for that extra hard (pilcrow) return in it, you now know how to remove it too.