When you create a page an url for the page must also be created. When you tab out of the page name after naming the page there is javascript that is supposed to suggest a friendly url in the url textbox. Make sure that is getting populated with a unique url for the page before saving it, if needed (ie if the javascript url suggester isn't working for some reason) type in an url manually before creating the page.
Depending on configuration and hosting environment your urls may need to have .aspx at the end. So for a page named "My Dog Skip" you might set the url as
~/my-dog-skip.aspx
the javascript is supposed to suggest something like that
See also information about rules for friendly urls in the seo article.
For any pages currently not working go into page settings and make sure the page has a unique url and save it again if you need to change it. Then make sure that no unintended redirects were created, and delete them if there are any that should not be there.