Red links are wikilinks which lead nowhere - i.e., there hasn't yet been an article created for the link to aim at.
These areand give an of in an article, and should be avoided.
Please do not wikilink to non-existent articles unless you think that such an article should be made. Remember, RationalWiki is not an encyclopædia or a dictionary: we don't need an article on Paris (unless the city itself is shown to be an emblem of rationality or its lack), so even if writing an article on French philosophers, don't put in wikilinks to it.
Keep in mind that if you think the article should be made, perhaps you should also be willing to write a stub to get it started.
Note: Quotations, sections, or articles copied from other wikis for refutations might already contain wikilinks. If a synonym (with similar meaning) article doesn't appear in RW, please remove it (unless you think there should be an article).
The best way of coping with red links is to first decide whether the link points to an article that will further RationalWiki's mission. If it probably wouldn't, simply remove the linking format around the word or phrase. If it would, either leave it alone or take some time to write at least a good start to the article.