The hyphen (-), the en-dash (–) and the em-dash (—) are three completely different things with completely different uses. If you write fan fiction, it's likely that your readers won't care, but if you want to submit a manuscript for publishing, you need to know the difference.
The hyphen (-) is the basic symbol you find on your keyboard, and it's meant to only be used for hyphenated words (well-being, two-thirds etc.).
The en-dash (–) is a slightly longer looking dash. It's usually the width of an uppercase N, hence the name. You can find it by looking through the 'insert symbol' option in MS words or many word processors, and it is meant to be used to show particular distance, or for intervals (May–August, 1900–1916, pages 12–22 etc.).
The em-dash (—) is what most people most commonly se, but they refer to it as a hyphen. It's the longest dash, about the size of an uppercase M, and you can either find it through the list of symbols in your word processor, or some word processors automatically transform two hyphens into an em-dash. It is meant to be used as a break in a sentence, in a place where a comma, semicolon or colon would normally be used as or as a break in dialogue. (Her neice—the daughter of her oldest sister—is the one over there.).
All three types of dashes re normally meant to be used without any spaces on either side of the dash.
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