In Anime/Manga One piece, when straw hat pirate had finished explore the entire island ( or beat the bad guys ), straw hat pirate will continue their journey to the next adventure ( a.k.a next island ). They travel around grand line using Going Merry soon will be replaced with Thousand sunny. The manga/anime never mention how long they have been in sea ( cause using a boat to travel in sea would be take a month maybe a year ). In anime/manga it's like the distance between previous island and the next island only take an hours to make it. Is the distance of island in one piece not really that far ?
No, usually it takes them few days to reach that destination, why that is not shown is because nothing interesting is happening. We usually are only shown the stuff that is happening or when there is some important crew interaction ongoing.
One of the earliest examples i can think of is when Luffy has recruited Ussop and they meet the two bounty hunters(Joni&Yosaku). They are talking about a chef and they tell Luffy that he can find one on a sea restaurant, but it will take them 2-3 days to reach it from the place where they currently are (the chapter in question is 42, page ~19). Another example is the travel time between Dressrosa and Zou.
Most islands require some time to pass, but since nothing interesting is happening there, Oda just skips those days.
Here is another relevant question: How much time have the Straw Hats spent with each other?
Some general one piece timeline(although you did not ask for this, but it cannot hurt): http://onepiece.wikia.com/wiki/World_Timeline