I mean the missing links between species
We're all technically the "missing" link.
You don't magically morph into a child one morning after you leave your toddler years; it's a slow process that happens over time.
Think of it this way; Hold up a picture of yourself from when you were a baby, and hold it up against a picture of yourself from this past year.
Did you magically transform into the current you all of a sudden, from that baby? No, that would be silly. So what's missing? Well, all those slow changes that caused you to grow from a baby into the person you are today. You may have a lot of pictures of your child and teen years, but you'll never, EVER, be able to find the one picture that shows when exactly you stopped being a baby, and became an adult.
A lot of Christians confuse the "missing link" with a literal, "missing" link in evolution for a specific species. But it doesn't work that way, at all.