Ok so to cover the bases:
1. The space above the gallery ie. between the line of text and the gallery is actually the bottom margin on the paragraph. You can reduce the globally in Customizer > Typograpghy > Body
2. The space below the gallery this CSS:
.site-main .gallery {
margin-bottom: 25px;
}
3. Spacing around each image:
.gallery-item .gallery-icon {
padding: 5px 5px;
}
The first 5px is the value for the top and bottom, and the other 5px is for the left and right.