You have probably come across em dashes before. A em dash is a long dash that is used to give emphasis to phrases. Its called an em dash because it is the length of the letter ‘m’. Chris Lele on the Grammar Girl website has written this excellent guide to using em dashes which shows how they compare to other punctuation marks.
Something that I didn’t know until recently was that em dashes are correctly formatted without spaces either side of them. Word will automatically change two dashes placed immediately after a word (with no spaces before, between, or after them) into an em dash to save you having to put in symbols.