TIP: If you want to just start a new line under the same bullet, use a soft return. Soft returns start a new line instead of a new paragraph.
To do a soft return, place your cursor at the end of a line, hold down the SHIFT key on your keyboard, then press ENTER.
Example:
Paragraph.
New Paragraph. It gets its own bullet.
Paragraph.
Soft-returned line beneath paragraph. Since it's in the same paragraph, it doesn't get its own bullet.