How to remove the gap between the header (footer) and content area?

The top and the bottom paddings of the page's main content area can be controlled as follows: 

1. Globally for the whole website:

Theme Options -> Main Content

2. Individually for single post types or archives:

Theme Options -> Single Pages (or Archive Pages) -> Content & Sidebar -> Main Content Area

3. Separately per page/post: 

Edit a post/page -> Page Options -> Content & Sidebar -> Main Content Area