Two Variables

$E[⋅]$ is the expectation operator and gives the expected value (or mean) of the object inside.

$E[XY]$ is the mean value of the product of the two random variables $X$ and $Y$.

$X, Y$ - some random variables

$E[XY]$ ≠ $E[X]*E[Y]$

$X, Y$ - independent random variables

$E[XY]$ = $E[X]*E[Y]$

One Variable

$E[X^2] = Var[X] + (E[X])^2$ if some $z \sim N(0, 1)$ then $E[z^2] = Var[z] + (E[z]^2) = 1 + 0^2 = 1$