Please add wikilink syntax support. This is a simple and effective and inter-compatible way to reference documents internally to the markdown structure. This is, as is noted by other commenters, adopted by competitor Obsidian, as well as flatnotes (a web self-hosted option). This syntax is too convenient to be ignored, and already has traction.
It is also preferable to using import processes. This enables users to simply open their Obsidian notes vault in Joplin and work without thinking about how to migrate their vault in a batch process.
I sketched a quick plugin - Wikilinks - that adds basic wikilinks support to the Markdown editor (desktop only for now). This means that existing links to note titles / Joplin note IDs / Zettel IDs should work with Cmd/Ctrl + Click. There is no autocomplete of links yet, but you can use Joplin's native link completion (Alt+Shift+L, or Quick Links), and then hit Ctrl+Shift+L to convert any (internal) Markdown link to a wikilink.
UPDATE: Release v0.4.0 adds support for the Markdown preview pane, and mobile support (including the mobile editor).