When creating a link from one page to another, its not the exact same as writing standard markdown. Instead, consider the following folder structure:

/my-package/
|-- source
| |-- index.md
| |-- getting-started.md
| -- package.json
| -- gatsby-config.js

index.md

---
title: Intro
---
Some Content
## Some Anchor

If we wanted to create a link getting-started to link to the anchor tag in the index.md file we would do the below.

getting-started.md

---
title: Getting Started
---
If you haven't read the [introduction](/index/#some-anchor) then go back.

You can also hover over the anchored header when its rendered to get the anchor's name.