Let me google that for you

"Deep linking" is getting backlinks from other sites that point to pages in your website other than your home page. The intention is to help these other pages get improved rankings in the Search Engines, which place a value on having backlinks; and thereby increase the total number of visitors to your site.

Some backlinking methods only provide for links to your home page (eg links from most Directories). Others allow you to link to any page on your site ... "deep linking."

Steve

Deep links (links from one page to another in your site or links from other sites to pages other than your homepage) are an important strategy in SEO. Ratios such as the number of deep links to non optimized links are a fundamental mathematical equation that determines the percentage of inbound links from other sites and aids in defining important pages to search engines.

I think that is great to get deep links and index links too. It is very important to have both to place good position in SERP. I own gambling websites and I am looking for links from index and inner pages.