How do I create some kind of table of content in GitHub wiki?

It is nicely demonstrated in the Table of Contents of the Markdown Cheatsheet.

##### Table of Contents  
[Headers](#headers)  
[Emphasis](#emphasis)  
...snip...    
<a name="headers"/>
## Headers

If you hover over a Header in a GitHub Markdown file, you’ll see a little link sample to the left of it, you can also use that link. The format for that link is <project URL#<header name>. The <header name> must be all lower case.