Talk pages are used for communication between editors in a wiki. There are two kinds of talk pages — standard talk pages, such as the ones used to discuss an article, a template, a category, etc., while user talk pages are used to communicate with other users or leave them messages. Every page has an associated talk page, except pages in the Special: namespace. If nobody has ever posted on a talk page, then the link will be red. You can still discuss the page - you will just be the first person to edit the talk page.