From the ‘tips’:
Link to content with [[some text]], where "some text" is the title of existing content or the title of a new piece of content to create. You can also link text to a different title by using [[link to this title|show this text]]. Link to outside URLs with [[http://www.example.com|some text]], or even [[http://www.example.com]].

When a link is inserted by using this square brackets syntax and it is not preceded by any other character, the conversion doesn’t take place. See Andreas’ comment.