I create spaces using the return key, but it just keeps cancelling them out.
Blog editors and word processors are not the same and do not work the same way. The web standard is one blank line only, so you cannot add more blank lines by pressing return repeatedly like you would do with a typewriter or in a word processing application. If you want to learn how to format and space your posts and pages see:
If you are working in the Visual editor, to get single spacing between paragraphs hold the SHIFT key down and simultaneously click ENTER at the end of the paragraph.
If you are working in the HTML (Text) editor, a single click of ENTER will give you a single-spaced line, and two clicks of ENTER will result in double spaced lines. http://onecoolsitebloggingtips.com/2011/09/13/wordpress-formatting-and-spacing/
P.S. When you create a new post, always make sure the Format tool is set to Paragraph before you start typing. It's in the Visual editor Row 2 first position "style". See the illustration here http://en.support.wordpress.com/visual-editor/#row-2 If you forget to do that then edit the post, highlight all in the Visual editor, select Paragraph from the Format tool, switch editor to Text then switch back to Visual and click Update.