Try this format:
<!DOCTYPE HTML>
<html>
<head>
<title>Some page</title>
</head>
<body>
<h1>Major title</h1>
<h2>Table of contents</h2>
<ol>
<li>
<a href="#one">Section One</a><br>
</li>
<li>
<a href="#two">Section Two</a><br>
</li>
<li>
<a href="#three">Section Three</a><br>
</li>
</ul>
<a name="one">
<h3>Section One</h3>
<p>one one one one one one one one one one one one one one one one one one one one one one one one one one one one one one </p>
<p>one one one one one one one one one one one one one one one one one one one one one one one one one one one one one one </p>
<a name="two">
<h3>Section Two</h3>
<p>two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two </p>
<p>two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two two </p>
<a name="three">
<h3>Section Three</h3>
<p>three three three three three three three three three three three three three three three three three three three three three three three three three three three three three three three three </p>
<p>three three three three three three three three three three three three three three three three three three three three three three three three three three three three three three three three </p>
</body>
</html>
I apologize for a rather unprofessional HTML page, but I need to illustrate something.
I have the major headings at the top so they are easy to see and I also have H1 before H2 since the text in H1 is the most important and H2 complements the title.
I defined the sections in H3 headers and I created links to each section. so that in the table of contents, when someone selects a section, the browser automatically scrolls the screen to the section.
My code is generally valid for HTML 4. For HTML 5 compatibility, you may have to change <a name="whatever">
to either <a ID="whatever">
or just remove <a name="whatever">
and replace it with ID="whatever"
and insert that into an H3 tag so that you get for example: <h3 ID="three">Section Three</h3>
I personally would never turn a header into a link because that isn't the purpose of a header. If you want links as large-sized or bolded text, you should try to use cascading stylesheets and apply a style to the text.