How to remove space below footer

Try using a browser developer tool for this kind of exploratory CSS work.
I use Google Chrome’s built-in Developer Tool and it’s really easy to expose the webpage’s underlying HTML and CSS.

Now that you know the style, from being exposed by the Developer Tool, you can add a new style to override it.

You ought to add new styles externally, not within the theme’s files. Changes to the theme’s files will compromise the theme and be compromised when the theme updates.

External changes can be made using a Child Theme or through a plugin that provides Custom CSS functionality.

I recommend using the Jetpack plugin and its Custom CSS functionality to hold your CSS modifications.

#supplementary {
    border-top: 1px solid #DDDDDD;
    overflow: hidden;
    padding: 1.625em 7.6%;
}

That code is what is creating the space via the padding. So you need to add the desired CHANGE to your child theme – try this:

#supplementary {
    padding: 0 7.6%;
}