Anyone just starting out their vim customization journey is bound to run into this error.

E5520: <Cmd> mapping must end with <CR>

I did not get it

I'll admit, in hindsight it's very clear what this is trying to tell me, but for whatever reason I still did not understand it and I just used a : everywhere.

From the docs

If you run :h <cmd> you will see a lot of reasons why you should do it, from performance, to hygene, to ergonomics. You will also see another clear statement about how to use <cmd>.

  <Cmd> commands must terminate, that is, they must be followed by <CR> in the
  {rhs} of the mapping definition.  Command-line mode is never entered.

When to map with a :

You still need to map your remaps with a : if you do not close it with a <cr>. This might be something like prefilling a command with a search term.

nnoremap <leader><leader>f :s/search/

Otherwise use

If you can close the <cmd> with a <cr> the command do so. Your map will automatically be silent, more ergonomic, performant, and all that good stuff.

nnoremap <leader><leader>f <cmd>s/search/Search/g<cr>