You have a good eye for the details! So let's look at them more carefully.
\documentclass{article}
\usepackage{amsmath}
\renewcommand{\vec}[1]{\mathbf{#1}}
\newcommand{\diff}{\mathop{}\!d}
\begin{document}
\begin{align}
\text{Attempt 1}\qquad&
%
\iint_S \left(\nabla \times \vec{F}\right) \cdot \vec{n} d\sigma
%
\\
\text{Attempt 2}\qquad&
%
\iint_S \left(\nabla \times \vec{F}\right) \cdot \vec{n}\,d\sigma
%
\\
\text{Attempt 3}\qquad&
%
\iint_S (\nabla \times \vec{F}) \cdot \vec{n}\,d\sigma
%
\\
\text{Attempt 4}\qquad&
%
\iint_S (\nabla \times \vec{F}) \cdot \vec{n}\diff\sigma
%
\\
\text{Check}\qquad& \frac{d\vec{F}}{dt}\\
\text{Check}\qquad& \frac{\diff\vec{F}}{\diff t}
\end{align}
\end{document}

Attempt 1 is your original code; attempt 2 has the suggested \,.
Can you spot the difference with attempt 3? Look at the centered dot: in attempt 2 it is not midway from the operands. Why is that? Note I removed \left and \right, which should not generally be used.
Attempt 4 uses \diff\sigma instead of \,d\sigma. This is better not only because you won't forget \,, but also because it allows to change all of your italic “d” for the differential into an upright one, should the need arise, by just modifying the definition.
Added notes
The last two lines are just for ensuring \diff doesn't add unwanted spaces in other situations: the two fractions are exactly the same.
Using \renewcommand{\vec}[1]{\mathbf{#1}} falls under the same category and is correct. However, one has always to be careful when doing \renewcommand.
Don't use $$ in LaTeX under any circumstances, see Why is \[ ... \] preferable to $$ ... $$?
\,is the space to use. Don't use$$in LaTeX. – egreg May 05 '17 at 00:00\( ... \)preferable to$$ ... $$? – Werner May 05 '17 at 00:33