Are you talking about the "through edit" marks, which are the red triangles on both sides of an edit point? Those triangels tell you that the abutting frames are actually the proper first and next frame. So you can just delete the edit point. Snap to the edit point, or press the up/down arrow keys in the timeline to go from previous/next edit point, press "v" on the keyboard to select the edit point, and press delete.

Note: when you select an edit point you should see two brown brackets covering the red triangles. You won't see the whole clip turn brown, just the splice.

Reply if this does not make sense and I will repost another way.