There are several dash characters used in western languages. Using them properly makes for more professional looking typography and greater readability.

Hyphen (-, Unicode character #002d): The hyphen is the character typed when the key next to the zero is struck. Hyphens are used for hyphenating compound adjectives, such as quick-witted. When a word breaks onto another line, use a hyphen at the end of the first part of the word. They are also used for separating parts of an identification number, such as in a social security number or phone number. Some fonts render a hyphen as a slightly diagonal mark, and it may have trace serifs.

En Dash (– coded as – in HTML, Unicode character #2013): The en dash (or N dash) is slightly wider than a hyphen, measuring one en (hence the name). It can usually be read as "through" or "to," as it typically designates ranges. For example, 1492–1776. It also goes between joint authors (e.g. Myers–Brigg) and for hyphenating already hyphenated adjectives, like core-demographic–oriented (a hyphen between core and demography, an en dash between demographic and oriented. This is terrible English, by the way).

Em Dash (— coded as — in HTML, Unicode character #2014): Em dashes (measuring one em wide) work like parentheticals. This sentence—which serves as an example—shows how em dashes are used to insert a tangential thought. They indicate indefinite years by replacing the last two digits, like 18—. Missing letters in an explitive should be replaced with em dashes, e.g. f——k. When an em dash character is unavailable, convention dictates using two consecutive hyphens.

Minus (− coded as − in HTML, Unicode character #2212): The minus, while very similar to the hyphen, sits at a different level than the hyphen and is meant for mathematical notations. Compare +− (minus) to +- (hyphen).

Here you can see what each character looks like next to one another:
- (hyphen)
– (en dash)
— (em dash)
− (minus)
- – — −