Just to clarify in some more detail:
you do not have any information in a link, but in the note.
If you create a wikilink like [[Note1]] it is exactly what it is: a link and not the actual note title itself. If you click on it, it will take you to the note with the file name “Note1”. If you now change your link to [[Note2]] this will actually change the link but not the note’s file name. If you now click on [[Note2]], obsidian is looking for a note with the file name “Note2”. If no file with that name exists, obsidian will create it.
So, there is a difference between a note’s file name and a link to this note. If you change the link itself, it won’t do anything with your note.
If, on the other hand, you change the file name of an existing note (renaming it), any link pointing to that note will be updated automatically.