Select Delete Blank Lines in the Extra menu to delete all totally blank lines from the file. Only lines that have no characters at all are deleted. Lines that consist solely of whitespace are not deleted.
If you want to delete lines that have whitespace too, first use Extra|Trim Trailing Whitespace to remove the whitespace, and then use Delete Blank Lines.
Extra menu
Extra|Consolidate Blank Lines
Extra|Trim Trailing Whitespace