Windows/Mac/Linux: You have a billion options when it comes to notes apps, but if you're looking for something that resembles Wikipedia more than a notepad, Scribbleton does the trick. You can write notes, make new ones and even add formatting.
You can also highlight a word, then create a new note and link from it, much like Wikipedia. This makes it so you can link all your notes together in a seamless way. What's really nice is that you can export those notes in a lot of ways, and the software is available on most platforms, so you never feel locked into it. Scribbleton's still in alpha, but it's free to check out for the time being.