It's a shortcut for typing certain emojis on desktop, without having to dig through the emoji picker at the top of the text box. There are a bunch of more descriptively-named ones too, like :grin:, or :slightly smiling face:. Start typing a colon and the first word of the name, and you'll get a list of suggestions.
If you really want the colon there, try typing another character and another word immediately after, then move the cursor over and backspace the extra character out: e.g., "D:\ drive" → "D: drive". Or paste it in from Notepad or such: "D: drive".