Sometimes it’s a MINUS-HYPHEN (U+002D) as in (G)I-DLE, the key that you can type with your usual keyboard and that is either a minus sign or a word hyphen. Current example:
Sometimes it’s a proper HYPHEN (U+2010), as in (G)I‐DLE. You have to use a software like BabelMap / Unicode map or the unicodechars userscript to type it. Current example:
Earlier discussions about it (I don’t dare to advise the use of either character now):