The "trick" is - what comes after the [[Wikipedia: part MUST be exactly as Wikipedia has it, so if the person is Jo Blogs (actor) and their url uses Jo_Blogs_(actor), then the WP link needs to be [[Wikipedia:Jo_Blogs_(actor)|Fuzzleglomp the Muzzwuddle]].
What you put after the pipe | character is really up to you (I generally stick to the name used, but don't always include (actor), or (explorer), etc after the pipe.)
Using Wikipedia : (or Wikipedia:) before the [[ bit is entirely optional. I do it because I like the look.