Relative -vs- Absolute URLs
When linking to another page within the same website and using a direct URL (by typing or pasting in a URL in the External tab of the Link Editor), make sure to ALWAYS use a Relative URL.
Absolute URL = the full url for the page, i.e.:
http://www.mydomain.com/page-name
Relative URL = only the portion needed to specify the page itself (everything after the .com), i.e.:
/page-name -or- /section-name/page-name
Why?
Your website will (likely) have two domains associated with it:
Squarespace domain = yoursite.squarespace.com
All Squarespace sites start with a Squarespace domain that is needed in order to access your website, login, and edit it. You can change your Squarespace domain if you like. It's a good idea to set the Squarespace domain to match the name of your site or the custom domain you plan to use.
Custom domain = mydomain.com
If you choose to connect a custom domain to use instead of the Squarespace domain, then it will be used as your default website address. The Squarespace domain will still be used when logged in.
So you want to make sure that the correct domain is being used. If you use a Relative URL, then the correct domain will automatically get filled in for you. This way you can ensure you aren't using the Squarespace domain if you don't want to. It also means that if you change your domain at some point, that the links inside your website will still work.
It's also better for SEO, and lot's of other good reasons....
Learn more:
Moz.com - Should I Use Relative or Absolute URLs?
Relative vs. Absolute URLs and SEO