Obsidian is a note-taking app which uses markdown files as its file format of choice. In particular, it has very good tools for connecting notes to one another including:

• A graph view to visualize connections between notes
• A list of backlinks for a note (notes which link to the note you are viewing)
• A list of outgoing links for a note (notes linked in the note you are viewing)

It is also highly extensible and can be configured to work the way you would like.

Source: obsidian.md