The tl;dr answer is "structure, mainly in the wings".
I have struggled to find references giving details, though. I particularly wanted to find comparison diagrams, but I did not.
There are several references that give little parts of the story.
The differing weights of the orbiters reflected improvements in design that had accrued in the course of development. Though people spoke of “production” of shuttle orbiters, this
was not at all like the massive aircraft orders of World War II. Every orbiter amounted to an
individual procurement, and there was ample opportunity to change the blueprints from one
to the next. Weight reduction was essential, for a lighter orbiter could carry correspondingly
heavier payloads. It was achieved through use of titanium in the primary structure, as that metal was denser than aluminum but considerably stronger. Boron-epoxy composite, particularly light light in weight, also began to appear. This indicated a clear trend: early orbiters being
heavy, even after refurbishment, and later ones being considerably less so:
- Enterprise (as flight vehicle) 160,000 pounds
- Columbia 158,000 pounds
- STA-099 (as Challenger) 155,000 pounds
- Discovery 151,000 pounds
- Atlantis 151,000 pounds
Heppenheimer, Development of the Space Shuttle, 1972-1982, p. 348
Additionally, the wings were modified to incorporate lessons learned from the static testing just completed. Challenger would end up some 2,889 pounds lighter than the earlier Columbia.
Jenkins, Space Shuttle (1992 edition), page 166
After the initial design of Challenger
and Columbia, NASA initiated a
weight-savings program for the
Atlantis, and Endeavour. The space
agency achieved weight savings through
optimization of aluminum structures and
replaced the aluminum spar webs in the
wing with a graphite/epoxy laminate.
Multiple authors, Wings in Orbit, Structural Design chapter, p. 275
I would love it if someone can come up with more details.