Steps to replicate the issue (include links if applicable):

What happens?:

What should have happened instead?:

Report on wiki:
From here:

What didn't work well?
One issue I ran into is that the sitelinks (e.g. on https://www.wikidata.org/w/rest.php/wikibase/v0/entities/items/Q2377) will have spaces and such in them, which need to be URL-encoded in the specific way that MediaWiki likes to do these things. This is somewhat annoying, and it'd be nice if it were easier to get the actual URLs for the sitelinks.

What are you missing the most?
It'd be nice if the URL-encoded titles (or even full URLs) were provided as part of the sitelinks response. At the least, it'd be good to have something documented for the specifics on converting the titles returned by the API into usable URLs. This is especially important for special characters in article titles.