Internal links are the paths between your own pages. They spread attention through the site, help visitors find related material, and give search engines a way to discover pages during crawling. A page with no internal links pointing to it is hard to find.
Good practice: link from relevant, high-traffic pages to ones you want noticed, use descriptive link text that says what the destination is about (not "click here"), keep important pages within a few clicks of the home page, and fix broken links so they do not lead to errors. Link to the canonical URL and avoid linking through redirects.
On a content site, linking glossary terms, guides and related posts to each other builds a clear topic structure. Check periodically for broken and orphaned pages, because links rot as content is moved or deleted.
Related: Technical SEO, XML Sitemap, Search Engine Optimization.