Help:Starting a new page
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A new page is distinguished from a page: the latter has a page history. However, creating a new page is just like editing a blank page, except that the message that is in MediaWiki:Newarticletext appears, which can be different per project.
Starting a page through the URL
The URL corresponding to a non-existing page gives a webpage like that of an existing page, showing the text that is in MediaWiki:Noarticletext.
It has the usual edit link, which allows you to create the page.
Thus a "broken link" from within or outside the project is, in a way, not really broken, as long as the first part of it is correct.
An easy way to produce the URL is editing the last part of the URL of another page in the same project.
An interwiki link to a non-existing page (not recommended) gives the same result.
To get access to a MediaWiki project with all the links at the edges, but without superfluous loading of any page, you can bookmark a non-existing page.