A redirect is a page with no other content than something of the form
#REDIRECT link in internal link style
If the link is to an existing page in the same project, going to the redirect (by means of a link, the URL, or the Go button) results in the new page, just like following the link, except that the browser shows the original URL, and the new page shows a redirection message below the title. (To get the canonical URL in your browser's address bar, click the article tab.)
For example, if somebody goes to: Help:Redirection, they will end up at this page instead.
If the link is to a non-existing page in the same project, or to a page in another project, one simply arrives at the redirect page.
As a simple way to avoid problems with infinite recursion, if the redirect target is another redirect page, the second redirect is not applied. These pages should be fixed so that the first page links straight to the intended article (see double redirects).
When a page called for inclusion is a redirect page, the redirect target is included instead, with the same parameters, without any redirect message. Again, a double redirect does not work.