What does Deep Linking mean?
Deep Linking usually refers to creating links (from other websites or from within your own) to content deep within your website as opposed to the front page.
As an example instead of linking to http://myblog.com
you would link to http://myblog.com/this-years-post/very-interesting-post/
The idea behind deep linking is to help spread 'authority' across your website rather than have all links pointing to one place.
Another example of this at work is eCommerce stores which may show 'featured products' on their front page. In this case they are passing on some of the front page Link Juice
directly to the product in the hope that it will rank higher as a page in itself.
In truth most people create deep links every day. We do not say "You can read about this on my blog at http://myblog.com". We say "You can read about this at http://myblog.com/relevant-post/".
Deep linking is a specific practice designed to move link juice (and authority) to specific pages on your website and should not be confused with Cross Linking
even though your deep links may be placed on the same website.
Allowing users to deep link is essential and this is why every page, including search results, should have a unique URL.
You may note on some websites, for example, that the search system uses a POST method and so the search results are always simply http://website.com/search.php. This is a common mistake as it does not allow the user to link to the results.