If your hit "Enter", the prompt is sent. However, for Copilot better understanding a longer prompt, it is good to use new lines to separate paragraphs. I hope, by default, hitting "Enter" means "new line" instead of "Send prompt".

TL;DR

1. VS Code -> File -> Preferences -> Keyboard Shortcuts
2. Search workbench.action.chat.submit, change it to Ctrl + Enter or anything you like.
3. Search workbench.action.chat.submitSecondaryAgent, change it to Ctrl + Alt + Enter or anything you like.

The result in "Keyboard Shortcuts" page:

The result in GUI: