When you’re transitioning to a new scene, a visual break of some sort alerts the reader that a significant jump is about to occur. The story may end one scene at the community pool on a hot afternoon and begin the next at a swanky restaurant several evenings later. The visual break helps guide the reader’s expectations.
Often, white space—skipping one or two lines—is enough of a visual cue. Page through a number of contemporary short story collections and you’ll likely find most breaks are handled this way. White space is quite flexible and works for large jumps in time and place—from the pool to the restaurant days later—as well as smaller ones—from a scene ending at the office lobby to one that begins outside the building a half an hour later as the character hails a cab. The white space sends the appropriate message to the reader without being obtrusive.
Some writers use a more striking visual cue—with an icon of some sort—to indicate only the more significant shifts in time or place. And sometimes these kinds of visual cues are used for all breaks for style and uniformity. In Anthony Doerr’s collection of short stories, The Shell Collector, breaks have a small image that resembles a crescent moon. (This same image didn’t necessarily appear within the stories when they were first published individually in journals.) This creates a visual unity across the stories in the collection and works with the overall design of the book.