Hi there!
The best way to link to another page in the same workspace is to use the ... menu on the page in the sidebar and click "share page link" and insert this into your page.
For pages in different workspaces, you can also use the ... menu in the sidebar or the "Share" button in the top right of the page to get a share link and insert into your page.
We are working on improvements to this experience, thanks for your feedback!