Check the keyboard settings: some of them think that if you are sending a text you want a special key for emojis rather than a line return (no, I don't understand that either!). If so, it may be that you can turn off this behaviour in the keyboard's settings - look for anything related to layout, the enter key or emojis.
If you don't see such an option, a different keyboard and/or message app may solve it - certainly I don't have this problem when using Swiftkey for my keyboard.