Wordpress - How to change the seperator in the title

UPDATE for WordPress 4.4

Since WordPress 4.4 the wp_title filter doesn't work because wp_title() function is not used in core anymore. That function was marked as deprecated, then reinstated until new notice but theme authors are discouraged from using it. Because of that, wp_title filter still will work if you continue using wp_title() function directly in your theme but it is not recommended.

There are new filters to customize the document title when theme support for title-tag is enabled:

1. pre_get_document_title
2. document_title_parts
3. document_title_separator.

As you only want to customize the separator, you can use document_title_separator as follow:

add_filter( 'document_title_separator', 'cyb_document_title_separator' );
function cyb_document_title_separator( $sep ) {

    $sep = "-";

    return $sep;

}

Previous answer

You can use wp_title filter to customize the <title> tag.

add_filter( 'wp_title', 'customize_title_tag', 10, 3 );
function customize_title_tag( $title, $sep, $seplocation ) {


    // Customize $title here.
    // Example taken from https://generatepress.com/forums/topic/title-tag-separator/
    $title = str_replace( '|', '-', $title );

    return $title;

}

A more complex example of how to use this filter (taken from TwentyTwelve theme):

function twentytwelve_wp_title( $title, $sep ) {
    global $paged, $page;

    if ( is_feed() )
        return $title;

    // Add the site name.
    $title .= get_bloginfo( 'name' );

    // Add the site description for the home/front page.
    $site_description = get_bloginfo( 'description', 'display' );
    if ( $site_description && ( is_home() || is_front_page() ) )
        $title = "$title $sep $site_description";

    // Add a page number if necessary.
    if ( $paged >= 2 || $page >= 2 )
        $title = "$title $sep " . sprintf( __( 'Page %s', 'twentytwelve' ), max( $paged, $page ) );

    return $title;
}
add_filter( 'wp_title', 'twentytwelve_wp_title', 10, 2 );