A double negative is redundant. "I don't have no water" is the same as "I do not have no water. "This is because not having "no water" is the same thing as having water, except it is expressed in a clumsier manner. So, double negatives are redundant because they are the same thing as saying a positive statement.
Some people use a negative to highlight another negative. Rather than "I don't see anything," some people will say "I don't see nothing" to highlight how little they see. However, this is poor grammar and should be discouraged; where the speaker thinks he is emphasizing how little he sees, he is actually contradicting himself through the redundancy of double negatives.
Double negatives often appear in contractions because they can sneak into a sentence more effectively. "Not" is a much clearer negative than the contracted version in "won't" or "don't." So, make sure your contractions don't have negatives, to avoid double negatives, because they are less obvious in these places. For example, "I won't go nowhere" is the same as saying "I will not go nowhere;" "not" and "nowhere" are your two negatives.
Some dialects employ double negatives as a form of expression. Two major examples are Southern English and Black English, which are related to one another. This is from the dialects' influences from older, working-class Anglo-Saxon English, which employed the double negative. Some people from Alabama, for example, will say "it don't make no difference" when they mean "it doesn't make any difference."