Did you put it in or on top of the main body text frame? Next time you take a screenshot for these forums, I'd suggest making sure that you're in View -> Screen Mode -> Normal and that View -> Extras -> Show Frame Edges is on. It makes it easier (for us, and potentially for you) to see what you are doing.
Anyhow, the way to change the distance of the reversed white text from the edges of its frame would be to use frame inset spacing. Select the frame with the selection tool (the black pointer) and then either whack control-B or right-click and go to Text Frame Options. That will let you add a little invisible border to push the text away from the inside of the frame.
In order to get the text to the right of the callout to sit further away, there are a few different ways to go about it, but it's hard to suggest one unless we know how your document is constructed. Do you have one frame with three columns in it? Or are the three columns of text three separate frames?
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It looks for all the world like you have a text wrap applied to your callout. Did you maybe start this project with a template? Because I can't think of any way for you to have achieved that effect without knowing a lot more than you claim to know about InDesign.
If you select your blue callout with the selection tool (the black pointer) and open up the Text Wrap panel (Window -> Text Wrap) then what do you see?
If I'm right, then you can just use this tool to increase the runaround on your callout:
But text wrap would ordinarily force the text inside the callout to disappear unless you (or someone) had checked the "Ignore Text Wrap" box in the text frame properties: