Can you provide us with a screen shot with non printing letters turned on?
Did you set up your footnote layout (Type > Option for document footnotes) correctly.
Has your paragraph style for the footnotes a space before and after?
Are you running a script to make the endnotes in ID? I notice they have been converted to a numbered list with tabs as well.
No Peter no script They are endnotes in Word and come into Indesign as endnotes.
One thing I have found out is that if I start a new file without any styles then they do not come in with returns. It must have something to do with the styles I have in the document.