A dash, because a dash(-) is used when you want to write a little somthing to your sentence but does not accordingly sound good with what you started, is like a bit of information added just so the reader knows. For example, "I wanted to tell him everything about the letter-even though I know I shouldn't- before christmas". See the reader is saying she wants to but in that laps of time where the dashes are she expresses a little more information about the topic. It can't be comma because it then wouldn't be a direct quotation, it will just be another sentence added to it. It wouldn't eb a period because a period is the meaning of an end of something. And it wouldn't be a semicolon because a semicolon(;) is used when the first sentence can not sustain it self. For example, I went to the beach; because it was a really hot day.
Hope this helps