Why does hard return work sometimes and sometimes not?

I have tried to do a search for this topic and understand that in theory, wordpress does not display multiple hard returns as multiple paragraph breaks. The thing I am finding very frustrating is that SOMETIMES you can put in a return and get a space, and other times not. Last night I was editing a page using the visual editor and when I put in a hard return as the very first entry on the page, it resulted in the content of the page having a little extra space at the top, which i liked. That is, I was able to put a hard return in the visual editor and wind up with a bit of blank space between the bottom of my header and the top of my content. Tonight, I am trying to do the same thing and it won’t work. I have noticed this inconsistency on multiple sites that I have. I have looked at the HTML editor and see no difference. I have tried deleting the page and starting over. But still, the inconsistency persists. Does anyone know why? I’d love an explanation.