If a link on a web page secifies target="_blank" or similar,
then Epiphany opens it in a new window. There should be an
option to simply open them in the same window. It's a known
web annoyance, as it interferes with the user's organisation
of his own desktop, so to speak.

There is indeed an option in "about:config" called
"browser.link.open_newwindow", and this is accessible via
the GUI in Firefox too. But Epiphany doesn't seem to honour
it. It should at least do that - even better, expose this
feature in the preferences dialog.