First, a *colon* is used to join two independent clauses when the first leads to or is directly related to the next one, using a conjunction:
> I drank all the milk: you need to go to the store.
Note that both what comes before the colon and what comes after are complete thoughts that *can* stand on their own (they are *independent clauses*), but the colon indicates that they are closely related.
A *semicolon* is used to join two independent clauses that are still related, but one may not directly lead to the other and there is no conjunction between them.
> They were out of milk; I did buy eggs while I was there.
EN dashes and EM dashes are named after their size. An EN dash is about the size of N and EM dashes are about the size of M. They are both used in the same way. You can use them a lot like a colon, but the clauses don’t necessarily have to be independent. They do need to be *very* closely related. Dashes are used a lot for interjections.
> I got eggs – I was at the store to buy milk – so if you need any just let me know.
The difference is that EM dashes should be used *without* spaces between the words:
> I got eggs—I was at the store to buy milk—so if you need any just let me know.
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