A few obvious things to consider:
Are there any leading spaces in your data records?
Is the "space" composed of space characters, or perhaps indents to do with
a paragraph layout or style?
What characters/field codes are there in your mail merge main document?

As for the commas in numeric fields, there are two approaches you can take:
Use DDE to connect to your Excel data, and you will /probably/ see the
commas (in Word 2002 and later, check Word Tools|Options|General|"Confirm
conversion at open", then go through the data source selection process again
and select the DDE option when prompted.
Use "Numeric field switches in your mergefields, e.g. instead of

{ MERGEFIELD mynumber }

try

{ MERGEFIELD mynumber \#$,0.00 }

These switches are documented in Word Help.

Peter Jamieson