The em dash is the width of an M, which is where it gets its name. In order to type it, use two hyphens in a row, no spaces before or after the double hyphen, nor between the two hyphens.
The em dash is used to set off, or isolate, parenthetical information. It also signals a list, a break in thought, a shift in tone, or a restatement of previous information (often for the sake of emphasis). The em dash can only hold a dependent and independent clause together. Do not use the em dash to connect two independent clauses or two dependent clauses.
Notice how what appears between the two dashes is a dependent clause and parenthetical information. The information is not necessary to understanding the sentence, but it gives extra description.
Visually, the em dash's length creates gaps and awkward spacing on the page. On the sentence level, too many breaks in thought or tone makes for a jerky or choppy read. The em dash is therefore considered to be an informal alternative to the colon and should be limited in use.