I am going to refer you to a question on WorldBuilding.SE: What software is available for keeping and organising notes about your world?, specifically the accepted answer:
It sounds like what you really want is an private wiki. You apparently weren't able to find one though, apparently they are pretty common.
The biggest one is MediaWiki (the power behind Wikipedia). MediaWiki can be private, and it's not too hard. See this tutorial for information on how to do that. But basically you would create one account and limit it to that. As a bonus MediaWiki is open source and free.
Another option would be DokuWiki on a Stick. This would be a simple home wiki that you could transport around on a USB drive, or possible share over the internet. To see set up look here. And it can still be private. DokuWiki is also open source and free!
Using a wiki, similar to Wikipedia, would allow you to do what you are looking for: jumping from one point to another via Hyperlinks. Just like when you find something interesting on Wikipedia you will be able to quickly click on a link of your heroe's name, the city that he visits in your description of chapter x, pictures of items, ...
Other than that you would have the formatting capabilities of Wikipedia and you would be able to easily share your document with other people you are working with, which makes it easier to collaborate on a bigger project. Even if you are not planning to work with a lot of other people, you might at one point give someone the opportunity to look through your notes. Maybe it's just a friend that's interested in what you are doing, or it's someone who wants to work with you on a future project. You might also be able to submit this together with your thesis.
Please note that I have not used the software that is decribed above myself. I merely cited the WorldBuilding answer from DonyorM. If this helped you please check out the linked question/answer on WB.