That's something that you don't deal with when you trade stocks, but you do if you trade stock options. Contracts, futures or options contracts, do expire and you need to switch (or roll over) to a new contract that will also expire in a few months.
If you don't, there are some consequences that you definitely want to avoid. Most e-mini futures traders these days engage in day trading, which means they close their positions before the end of a daily session, so they are very unlikely to suffer these consequences.
I have just penned a new article about this which you can read right here. You may also want to check out this article, also very pertinent to rollover and expiration days.