This paper investigates the symbol error probability~(SEP) of point-to-point massive multiple-input multiple-output (MIMO) systems using equally likely PAM, PSK, and square QAM signallings in the presence of transmitter correlation. The receiver has perfect knowledge of the channel coefficients, while the transmitter only knows first- and second-order channel statistics. With a zero-forcing~(ZF) detector implemented at the receiver side, we design and derive closed-form expressions of the optimal precoders at the transmitter that minimizes the average SEP over channel statistics for various modulation schemes. We then unveil some nice structures on the resulting minimum average SEP expressions, which naturally motivate us to explore the use of two useful mathematical tools to systematically study their asymptotic behaviors. The first tool is the Szegö's theorem on large Hermitian Toeplitz matrices and the second tool is the well-known limit: $\lim_{x\to\infty}(1+1/x)^x=e$. The application of these two tools enables us to attain very simple expressions of the SEP limits as the number of the transmitter antennas goes to infinity. A major advantage of our asymptotic analysis is that the asymptotic SEP converges to the true SEP when the number of antennas is moderately large. As such, the obtained expressions can serve as effective SEP approximations for massive MIMO systems even when the number of antennas is not very large. For the widely used exponential correlation model, we derive closed-form expressions for the SEP limits of both optimally precoded and uniformly precoded systems. Extensive simulations are provided to demonstrate the effectiveness of our asymptotic analysis and compare the performance limit of optimally precoded and uniformly precoded systems.