A lot of people are wondering whether to use a dash (-) or an underscore (_) as word separators when it comes to their URLs. The short answer is you should use a dash (-). The reason for that is, Google treats the dash as a word separator and the underscore as a word joiner. For example, if you type blue_dress, it is the same as bluedress for Google.
If you are starting a brand-new website from scratch it is recommended to use dashes but it is not worth going back on an already existing website to change the underscores to dashes.
Here you can watch a complete video explaining in details how the URL SEO system works.