Press the + key on your keyboard to zoom in.
Then just double-click on the gap to select it, right-click and select Delete and Close Gap. (Assuming you don't have any video or audio on any parallel tracks.
First of all if you have all the files in sequence, the way to NOT introduce a gap is to select all the clips after importing and drag and drop on timeline. This way you wont introduce any gaps in between the files.
If you want to organize your clips manually on the timeline, then before dropping the file on timeline, first zoom the timeline. (Keyboard shortcut- "+") or click on the slider at the top right of our timeline and then drop it accordingly.
If you have already gaps in your project, then as Steve said, you can delete and close gap if you have no video/audio on other tracks. If you have video/audio on other tracks, then you will have to manually select the clip and drag and close the gap.