I followed the exact steps of the Webflow video for creating an inline text link (https://www.youtube.com/watch?v=8FaEpyc0jFY). However, my text link forms a new paragraph instead of an inline text link.
You have edited your All Links Tag (read here about HTML Tags) to have display:block instead of display:inline-block links normally have. You can simply give a class to your link, and change it to an inline-block, or change the Tag back to be inline-block.