Neocities Pages & Links 101
Tip: Always use ctrl+f5 to refresh your browser when it looks like your changes aren't 'sticking'. Also, if you go back to a CSS file and it didn't save your changes, don't panic, just ctrl+f5 on the code screen and your changes will be there.
When you first create a Neocities site, and go in to edit it, you should see a screen that looks like the below.
I prefer to view in 'list view' which is highlighted by the colored box in the image. It just helps me 'see' things better in my directory.
This area of the dashboard, the first page, is known as your 'root' directory. The file index.html is the one that users are taken to when they view your URL. This is essentially your homepage. If you are missing an index.html file, you won't be able to go to yoursite.neocities.org.
This means yoursite.neocities.org is the same as yoursite.neocities.org/index.html
Creating New Pages
If you wanted to create a new page, you have two options:
Linking to files you've uploaded
I see a lot of people using the "../" prefix to go up a file when linking internal items, but honestly, that must be so confusing to keep track of - I'm bad at thinking backwards from where I am in the file structure and prefer to start from the root. Here's what I do:
When I'm feeling particularly lazy, I'll right-click and copy the URL of the image in the dashboard.
Otherwise, I'll just think of the file structure. "/" by itself designates the root directory, so I could make any link on my website '<a href="/">Home</a>' and it will always take you to my homepage. Likewise, the path "/about/" is "/about/index.html". If you don't have a file named index.html, then going to /about/ will give you a 404 page.
One other tip, I'd avoid fully qualifying any internal links (like using "https://yoursite.neocities.org/about/" - use /about/ instead - because if you ever decide to change your URL, all of your links will break, and it's no fun dealing with the aftermath.
The same applies to linking to internal stylesheets and scripts!