The internet is still relatively young, not even 50 years even if you count precursors, but the concept of hypertext is much older. One of the earliest written examples of hypertext is the Talmud, the 63-volume compendium of wisdom, law, and guidelines for life used by traditional Jews since its compilation over 1,500 years ago. Virtually every page of the text refers readers to other sources -- in fact, if you use some electronic versions of the Talmud, links to those references are included, though traditional Jews wouldn't use such a version on Shabbat or during chagim, good times for studying -- and if the text doesn't do it, the commentary will. A typical page of Talmud in contemporary volumes includes commentary from Rashi (11th century French rabbi known as the definitive commentator of virtually all Jewish texts to that time), Tosafot (medieval critical and explanatory commentaries), a series of cross-referencing tools, and sometimes a few other commentaries.
The Talmud was originally passed down orally; it wasn't redacted until about 1500 years ago, but even then it still had to be memorized -- it's not like there were enough copies for everyone to have their own. But even with the advent of the printing press, there has never been a widely recognized, accepted index.