Merriam-Webster dictionary definition – “Scottish word; sand hills especially along the seashore“. 

Links courses tend to be on, or at least very near to, a coast, and the term is typically associated with coastal courses, often amid dunes, with few water hazards and few if any trees. This reflects both the nature of the scenery where the sport happened to originate, and the fact that only limited resources were available to golf course architects at the time, and any earth moving had to be done by hand, so it was kept to a minimum. Even today, some links courses do not employ a greens staff, use only basic machinery such as hole cutters without boards to ensure that the hole is cut unevenly, and use grazing animals to keep the grass cropped.

Although the term links is often considered synonymous with any golf course, few golf courses have all of the design elements of true links courses and are built on linksland. The presence of a seaside location does not guarantee a links golf course. Many famous courses that claim to be links do not have all of the necessary characteristics (e.g., Pebble Beach Golf Links, Old Head Golf Links at Kinsale, The Ocean Course at Kiawah Island). On the other hand, some courses located hundreds of miles from a coast can have all of the characteristics of a seaside links except for proximity to water. One notable example of such a course is Sand Hills Golf Club, located in the midst of the Sand Hills of Nebraska.

The style of play on a links golf course is considerably different from the style of play on other types of courses. The challenges of links golf fall into two categories: Firstly the nature of the courses themselves, which tend to be characterized by uneven fairways, thick rough and small deep bunkers known as “pot bunkers”; and secondly, due to their coastal location and lack of trees, many links courses are frequently windy. This affects the style of play required, favoring players who are able to play low accurate shots. As many links courses consist literally of an “outward” nine in one direction along the coast, and an “inward” nine which returns in the opposite direction, players often have to cope with opposite wind patterns in each half of their round. The combination of the sand-based turf, sand dunes, general lack of trees, and seaside location means that links courses are frequently exposed to strong winds. As a result, successful links golfers learn to control the trajectory of their shots by playing a lower ball flight. Greens on links courses tend to be free of fronting hazards, allowing golfers to bounce the golf ball into the green rather than hitting high approach shots with strong backspin.

Here is a video which gives an example of a true links course. It features the Lahinch Golf Club in Ireland. This course was voted in the top 50 of golf courses worldwide.