I suddenly wondered: can I use footnote in markdown? I never write reference but I'm just curious and turned out it is supported!!

Suppose you have something like this:
bla bla bla

and you would want to add a footnote:
bla bla bla1

The trick is very easy, there is no more markdown syntax but an extra html tag as <sup>, just as this:

bla bla bla[<sup>1</sup>](a link)

What is this sup tag

As the w3schools site indicates,

The <sup> tag defines superscript text. Superscript text appears half a character above the normal line, and is sometimes rendered in a smaller font. Superscript text can be used for footnotes.

It's quite convenient that markdown can mix HTML seamlessly, after all markdown is compiled to HTML eventually.