A redlink, or red link in a wiki appears whenever double square brackets - [[ ]] - are placed around a word or phrase that the wiki doesn't (yet) have a page for.
This is one of the key innovations that makes a wiki successful. A wiki shows the reader that a page could be created, but hasn't yet been created, and gives a one-click path to start contributing.
It is a way of saying that an article should be created for the topic because it is important and would be useful, and acceptable (important for the nervous first-time contributor).
Rather than using red links in lists, disambiguation pages or templates as an article creation guide, it is best to write articles, and use Special:WantedPages or community discussion/project pages to discuss, if necessary.
Good red links help the wiki grow, and encourage new contributors to participate. However:
- Only make links that are relevant to the context
- Make redlinks that would make useful and relevant articles.
- As far as you can, follow Appropedia:Naming conventions - don't worry too much, but it's basically all lower case (first letter is case insensitive) except for proper nouns.