This forum uses the default style, so if the border is there you have probably applied it your self. I just double checked on my site, where the default style is completely untouched, and there is no border there.
As to where it is applied, it is difficult for me to say. As I have seen from your other posts, you mainly do editing via style properties, so I would suggest you take a look at message layout -> Message container or Content container. CSS to check is .messageInfo, .messageContent or .messageText.
Did you remove the padding from the primaryContent style property? If you need to work around not having primaryContent padding you can add to Style Properties -> Message Layout -> Content Container as MagnusB said above.
I found it. I was experimenting with Primary Content and had changed the border. I'm sure I was doing this for a different part of the forum and didn't notice that this location was also altered. By opening two browser windows, with one looking at the modified Primary Content and the other looking at it with a "reset" done, I could easily find the difference. As long as both windows are open I can update style properties either way.
Thanks for the help.