It would be a good idea to let the wiki software decide between hyphen or underscore, but make recommendation for a particular style in documentation.
Also, I now recall a discussion on the linking aspect. I think @chrisalley was suggesting for [[]] instead of overloading the []() in Implict MediaWiki/Gollum-style [[page links]] .
Though for consistency maybe one might choose ((My Page)) & [the page]((My Page)) instead.