This has to be the most common mistake of all of them. Because so often people say that you can replace colons with em dashes, writers assume that this is the case in every situation. Unfortunately, it is not. A colon’s primary purpose is to join an independent and dependent clause together to show emphasis on the second part of the sentence. Here, we can use an em dash. But, we can’t use em dashes in place of colons when the colon is being used at the start of the list. Have a closer look:

• Fetch me these things from the store: a carrot, a bag of potatoes, some broccoli, and a cauliflower.    (correct)
• Fetch me these things from the store — a carrot, a bag of potatoes, some broccoli, and a cauliflower.    (incorrect)

Here a colon is the correct punctuation. Trying to use an em dash instead would not work.

• I fear one thing above all else: loneliness.    (correct)
• I fear one thing above all else — loneliness.    (incorrect)

Here a colon is also correct because it is joining an independent and dependent clause but an em dash would also be appropriate instead.

Remember, em dashes cannot replace colons in every situation.