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This page in a nutshell: Link articles sideways to neighbours, upwards to categories and contexts, and downwards to sub-articles to create a useful web of information.
Build the Web is the idea of connecting relevant topics throughout an article since all articles in the encyclopedia are nodes in a hypertext system. Do not just write the article, but also consider its place in the web. Make upward links to categories and contexts (Charles Darwin was a biologist; Sahara is a desert in Africa; the Enlightenment happened in the 18th century). Make sideways links to neighboring articles (for proton see also electron, Oregon borders on California). Introduce links from related articles to avoid orphaning the article (George Washington should be linked to from President of the United States). Do not build category trees too deep and narrow, or too flat. Writing category directories first (top-down) will help ensure that subcategory articles get useful names.
Think carefully before you remove a link altogether (apart from the case of a duplicate link). Remember that what may seem like an irrelevant link to you may actually be useful to other readers.
Don't be afraid to create links to articles which don't exist yet. If you think there should be an article with that title, then be bold and make the link. Of course, the best way to build the web is to then go ahead and write that article.
Remember that a link can also be useful when applying the "What links here" feature from the target page. If you feel that a certain link does not belong in the body of the text, consider moving it to a "See also" section at the bottom of the article. This keeps the web intact while removing overlinking.
