Redlinks occur when you try to wikify a term for which there is not yet an article.
Some editors misunderstand the utility of redlinks like this and try to delink them. Don't do this. Redlinks are good. They should be kept unless the term has zero relevance to this wiki.
In truth, redlinks are requests — or, if you like, links to future articles. They say to readers, "We know we should have an article about this topic, but we don't, yet." When a redlink is created, it is added to the list at Special:WantedPages. This will then increase the chances that the page will be created, because some editors use WantedPages as a way to prioritise their work. The more redlinks that are created for a word, the higher up on the list it will go, further increasing the chances that it will be created.
If there should be an article about something, it is better to create a redlink for it than to not link it at all.