For example I have a sentence
\"He is so .... cool!\"
Then I remove all the punctuation and make it in a list.
[\"He\", \"         
        
I'll give you the answer to the question you should have asked -- how to avoid the empty string altogether. I assume you do something like this to get your list:
>>> "He is so .... cool!".replace(".", "").split(" ")
['He', 'is', 'so', '', 'cool!']
The point is that you use .split(" ") to split on space characters. However, if you leave out the argument to split, this happens:
>>> "He is so .... cool!".replace(".", "").split()
['He', 'is', 'so', 'cool!']
Quoth the docs:
If sep is not specified or is None, a different splitting algorithm is applied: runs of consecutive whitespace are regarded as a single separator, and the result will contain no empty strings at the start or end if the string has leading or trailing whitespace.
So you really don't need to bother with the other answers (except Blender's, which is a totally different approach), because split can do the job for you!