gVIM has too much space between characters

Try another font.

http://vim.wikia.com/wiki/Change_font:

In gvim, you can change the font using the Edit menu, Select Font. An alternative is to enter the command:

:set guifont=*

Once you have a font you like, you want to make it the default in the future. Do

:set guifont?

and Vim will display something like

guifont=Lucida_Console:h11

Make a note of this string. Now put a line in your vimrc to set guifont to this value, like this:

if has('gui_running')
  set guifont=Lucida_Console:h11
endif

Note: If there is a space in the text printed, such as

guifont=Monospace 10

it will be necessary to escape the space

set guifont=Monospace\ 10