@ppelberg I don't know where or if we could get exact numbers to answer those questions, but here is my intuition:
Where are these visitors being referred from?
I would guess almost all (>99.99%) are from the inline citation needed links
Where do people go after visiting?
I would guess a small percentage stick around and read the page, but most (maybe >99%) just go back to the article
What do people do after visiting?
Same as above. Given that most people don't edit, I would guess most people do nothing. They were probably looking for more information on why the citation was needed.
What does the traffic to other guidelines, policy, etc. look like?
Unless it is linked to from an article page, I would guess much much lower.
In short I think most people are expecting to be given some contextual information when they click on , like when they click/hover a reference. A way to test this theory would be to experiment with hijacking that link and replacing it with an in-page popup with a second call-to-action that takes you to the "What does citation needed mean?" page.
A really simple enhancement along the lines Ed suggests there would be to allow the link to Wikipedia:Citation_needed to have a hover preview like article links do. It seems plausible that the preview summary that appears then would provide enough information for the user to proceed with.
This step is kind of tied to the Popups (page preview / reference preview) project. Might need to coordinate there; they currently explicitly don't do previews for anything outside of a content namespace.
For experimentation we may want to limit this to mobile to begin with. There is already some code in MF for red-links that brings up a card asking the user if they actually want to start a new article. We could do something similar for CN.