If you have a site or blog you are probably using Google Search Console, and if not you should start using it immediately to improve your SEO strategy.
Sitelinks are automatically generated links that may appear under your site's search results.
Filter and group data by categories such as search query, date, or device.
Impressions and CTR will tell you how much those queries are searchable in Google and if is worth it to try ranking for those queries, or even better you can use Google Keyword Planner to check their search volume.
Internal links are important just as external links so try to improve as much as you can your internal linking, but don't overdo it because keep in mind that one of the Google Webmaster Guidelines is to keep the number of links (both internal and external) per page under 100, otherwise Google may consider your site spammy.
The Partial matches section lists actions that impact individual URLs or sections of a site.