If I rent a car in Brugges to go to Paris is there a charge for returning it in a different country? Would I be better of going to Lille and renting there?
Yes, there is usually a large charge for returning a hire car in a different country too that which you hired it in.
Driving it in another country is usually no problem, so long as you return it to its original country.
You could take a train to Lille, and hire there, or drive back to Belgium and return the car there.
But, why do you need a car? A car is a liability in both Brugge and Paris, and travelling from Brugge to Paris is a lot faster and more comfortable by train. the only reason for a car is of you are visiting smaller places between Brugge and Paris.