Generally speaking, it's better to have a div for padding inside your grid divs - as changing the margins of the grid divs could negative effects on your layout. This way your grids stay in place while you work inside of them, in my experience it always works out better this way.
You can always add:.rt-block{margin:0; padding:0;}
to your template.css file to remove it completely.
Or to remove for a specific row or module position simply add the div name before it. For example to remove it from your header section you could use:#rt-header .rt-block{margin:0; padding:0;}
Hope that helps