Redirects must be the first line of code on a page, or it doesn't work.
This includes comments.
This rule also shows that there can only be one redirect on a page.
Redirecting to a redirect page goes to that page without double-redirecting. For example, redirecting from here to FFXI will not then go to Final Fantasy XI, but just stay on FFXI and show that it redirects to Final Fantasy XI.
Any lines of text placed after a Redirect will not appear; while it means that, ideally, the only text on a redirect page should be the redirect code, it also means one could leave hidden text on a page that would not appear unless someone were to edit that page.