I spent years not knowing the difference between all the little symbols people use. I knew about hyphens and em dashes, but I had no idea what an en dash was or how it was any different from the other two. But the difference is actually very simple, as I will explain below:
Hyphen: -
The hyphen is the smallest of the three symbols. You can find it above the letter p on the qwerty keyboard. Hyphens are used to form compound words like mother-in-law or Spider-man.
En Dash: –
The en dash can't be found on a keyboard and in some programs it has to be copy and pasted. If you can't do an en dash, using a hyphen also works just fine. It's used to mean "to" or "through," so it goes in between dates and ranges of page numbers. For example, "Read chapters 1–3," or "1809–1849."
Em Dash: —
The em dash is the longest of the three symbols. Em dashes also don't have a spot on the keyboard, but two hyphens side by side mean the same thing. Some writing programs will automatically correct two hyphens into an em dash. They're used to create a break in a sentence that interrupts the sentence. For example, "He bought his girlfriend daisies— they were her favorite flower— to apologize after their argument."
So, what's the difference between em dashes and parentheses? Parentheses are more discreet, like whispering supplemental information. Parentheses are an aside, while em dashes are an interruption.
Like with most grammatical rules, it is important to know the difference so your writing and editing will be more professional. You'll be able to tell what the sentence is trying to do based on which of the three the author is using, which is especially important when editing something that needs to be corrected. But aside from that, these symbols aren't talked about as often as other rules like apostrophe usage are, and I think that's a shame. I really like symbols like these (the ampersand is a personal favorite), and I think they're all important in their own way.
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