So here's how you make a link in HTML:

<a href="https://www.improbableisland.com">Click here to play Improbable Island, my text game</a>

So the "a" there is shorthand for "anchor," which I guess is what links were called for the five minutes between having the idea and deciding the spec and someone coming up with a better name. The "href" bit is where the link goes. The bit in between > and </ is the link text, and </a> means you're done talking about a link.