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I have a hierarchy of pages in Wordpress, what does this hierarchy mean? Since I also have a hierarchy of menu items which shows the menu. Whats the difference and why do they both have a hierarchy?

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It's how they are stored in the database. It depends on your theme's & plugins about how they want to use this hierarchy but typically-

The hierarchy of menus will be reflected on the navigation menus.

The hierarchy of pages will be reflected on things such as breadcrumbs.

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