It's a little tricky to find the style called Footnote Text. Go to
Home > Styles > the tiny arrow at the bottom right of the group, and
the old familiar Styles & Formatting panel opens up. At the bottom
right, click Options and choose All Styles in the first dropdown.
(Choose Alphabetical in the second dropdown -- makes it easier to find
the one you want.) OK out, and lots and lots of styles will appear in
the panel. Scroll down to Footnote Text, right-click and choose
Modify. Under Format (lower left) choose Paragraph and set the Line
Spacing (middle right) to Single (or Exactly). Ok your way out
(pausing to click the New documents ... button in the Modify panel, if
that's what you want); you'll probably want to set the Option back to
"Styles in use" or "Styles in this document" so as not to have an
overwhelming list every time you need to choose a style.