You can change styling of any link or a specific link type if it's within a certain container. E.g. you can change all links within the sidebar with this CSS (sidebar class is depending on your template):
.class_of_your_sidebar a {
/* your style changes */
}
Or only internal links in your sidebar:
.class_of_your_sidebar a.wikilink1 {
/* your style changes */
}
If the area in which you'd like to change the link styling is smaller and doesn't have a specific container, you can create one with the Wrap plugin, e.g.
<WRAP your_class>
* [[list]]
* [[of]]
* [[links]]
</WRAP>
.wrap_your_class a {
/* your style changes */
}