OK, so that's nothing to do with the theme. It's because in the HTML source you have explicitly set the link colour to blue and underlined for some links.
You may not have done this on purpose of course - it could have happened if, for example, you cut and pasted the content, including links, from somewhere else.
If you go into the CMS for this page, and click on the "Far Ings...." link, you'll see that the underline is switched on, but if you click on the "Humber Bridge" link in the next paragraph it is not.
I think the easiest way to fix this then is if you select the link (or select the whole document if you like) and then click on the eraser icon on the toolbar, which removes all formatting. This will then return the link styles back to the default for that theme, which is red links which underline when you hold the mouse over them.
Obviously, you can save/preview the page to check you like it before publishing.