The em dash often indicates a parenthetical thought — like this one — or some similar use.
Em dashes are not available with regular keyboards, so double hyphens (--) are used as a substitute. Em dashes can be generated with word processing software such as MS Word.
The term is derived from the width of "one em", which is a standard spacing in the typographical measurement "points" system that type font sizes are specified in.
Years ago, one "em" was the width of the letter "m" in some specific font. That letter m was as wide as it was tall. So, in 11-point type, an em dash is 11 points wide, and so on for other type sizes.
There is also a shorter "en dash." In theory, it's longer than a hyphen but shorter than the em, but few people will notice if you use a hyphen instead the en.
Many purists insist that the em dash should be attached to the letters before and after it, like—this, with no visible space. Those on that side of the argument include the Oxford University Press, the Chicago Manual of Style, and Aaron Shepard, author of several books on self-publishing.
On the other hand, the New York Times puts a space before and after each em dash.
I followed the Times style in several books I published. Without the space, it looked like the dash was connecting to a letter or a word; but with a little space, the dash appeared, more properly, to be connecting to an entire thought.
HOWEVER, in later books, I changed my mind and eliminated the adjacent spaces.
As long as I publish my own books, I can control my em dashes. So can you.