To link to a page in the same space, simply put the name of the page you want to link to in square brackets. For example, if you want to link to a page in the current space called 'Home', this is how you do it:

[Home]

Confluence will interpret this as being an inter-page link, like this:

Home.

Confluence also allows you to create a link first and enter content for the new page later. These are undefined links and are indicated with this sign to prompt you to create those pages.

For Example,

Link to a new page

Clicking on this link allows you to enter content and add the new page.