Reduce cell margins in a table

To change the amount of vertical whitespace that LaTeX inserts to the left and right of every column, change the length parameter \tabcolsep. Its default value is 6pt; change it via either \setlength or \addtolength. In the example below, the second table features a value of 1.5pt for \tabcolsep.

\documentclass{article}
\usepackage{graphicx}
\newcommand*\rot[1]{\rotatebox{90}{#1}}
\begin{document}
\begin{table}[!ht]
  \centering
    \begin{tabular}{| c | c | c |}
        \hline
        1 & 2  &  3\\ \hline
        \rot{\textbf{1st column}} & \rot{\textbf{2nd column\ }} & \rot{\textbf{3rd column}} \\ \hline
    \end{tabular}
\qquad  % get some separation between the two tabulars
\setlength\tabcolsep{1.5pt} % default value: 6pt
    \begin{tabular}{| c | c | c |}
        \hline
        1 & 2  &  3\\ \hline
        \rot{\textbf{1st column}} & \rot{\textbf{2nd column\ }} & \rot{\textbf{3rd column}} \\ \hline
    \end{tabular}
\end{table}
\end{document}

Is this what you looking for?

\documentclass{article}
\usepackage{graphicx}
\newcommand*\rot{\rotatebox{90}}

\begin{document}
    \begin{table}[!ht]
      \centering
        \begin{tabular}{|@{\hskip3pt}c@{\hskip3pt}| c |@{\hskip3pt}c@{\hskip3pt}|}
            \hline
            1 & 2  &  3\\ \hline
            \rot{\textbf{1st column}} & \rot{\textbf{2nd column}} & \rot{\textbf{3rd column}} \\ \hline
        \end{tabular}
    \end{table}
\end{document}

The @{} in place of insertion set \tabcolsep distance to zero. If you like to have in this place different space between adjacent columns, than you can locally determine it with @{<distance>} where you select <width> according to your wish.