The one thing you have to learn is the bracket notation for anchors, and that's because it's needed to render the html anchor. Nothing stops you from pasting a plain link (and a lot of markdown parsers turn it into an anchor for you even)
I may be in the minority here, but I wish HN supported just a bit more formatting (such as bolding/strong) than it currently does.
I also wish the current formatting was a bit more aggressive in recovering from obvious errors, for example emphasis should probably be closed at the end of a block like a paragraph, rather than making the whole rest of a comment emphasized when someone forgets to add or accidentally deletes a closing asterisk.
In any case, double-asterisks is bold in my mind, even if Slack seems to think otherwise.