Annuszka,
I have seen problems like this before, and there are two ways of fixing it.
It is not the margin of the paper, but the right indent. I assume the right indent on the rule is the blue mark. I also assume you are not using styles, that all is written in Normal.
1. Select the entire text (Ctrl+A), go to Paragraph menu, and check that the Indentation is set to 0. It needs to show the number, not a blank box.
2. If that doesn't help, my usual trick is to go to the end of the document (Ctrl+End), place the cursor before the last paragraph mark, press Ctrl+Shift+Home to select the text from that position to the beginning of the document, press Ctrl+C to copy the text, press Ctrl+N to open a new document, click the right mouse and paste "Keep Text only". This will strip the text of all your formatting, though. If this helps, discard the original document and work in this new one. Reformat, edit, etc.
Please post your update. If this doesn't help, we'll need to think of something else.