well you can kinda think of the magnetic flux as the total amount of magnetism due to some kind of magnetic field. think of a magnet as having a tank of magnetic power, this is the flux. (total number of field lines)
you can therefore think of magnetic flux density as the flux per unit area, which ties in with the idea of density. so it would be how intense the field is at a point, i.e. how much of the tank of flux is spread over that point. (concentration of field lines at a point)
flux linkage only applies when coils are involved. imagine a transformer - the primary coil generates a magnetic field with a strengh (flux density) of 5E-3 Telsa. if the secondary coil has 200 turns, over an area of 0.05m^2, then the flux that links each turn is: (5E-3)(200)(0.05), so you can see that if you take just the 5E-3 and the 0.05 m^2 that gives us the total flux in the area of the secondary coil. so you can think that all that flux (all those field lines) cut or 'link' each of the turns in the wire, so the total flux linkage is the total flux x the number of turns (which is 200).
i hope that answers you're question?