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Why are links important?
Hard links - “poor man's snapshots”
Hardlink all the files from /data/today to /data/yesterday, and no extra drive space is required. Now replace three files in /data/today with new files - /data/yesterday is still complete, /data/today has the new data, and only the space required for the three changed files is used.
Soft links - remapping files or directories
Say you'd like MySQL to store its binaries on a high-performance RAID array you have mounted at /data.
mv /var/lib/mysql /data/mysql && ln -s /data/mysql /var/lib/mysql
Want /opt/myfavegame to run from the PATH?
ln -s /opt/myfavegame /usr/local/bin/myfavegame