pgfgantt arrows look wired

Your MWE has a very low x unit value. You'd need to adjust other spacing values for a better fit, e.g. with link bulge=5, link tolerance=2 (you may need to adjust these factors as you enter more data).

However, I think a better solution would be to use a coarse-grained resolution. Your MWE tries to squeeze more than half a year onto letter or A4 paper on a daily grid. Choosing a monthly grid may be more efficient for the data you have entered (unfortunately, pgfgantt does not offer a weekly resolution).

documentclass[a4paper, 12pt]{article}
usepackage[utf8]{inputenc}
usepackage{lipsum}
usepackage{pgfgantt}
begin{document}
    resizebox{textwidth}{!}{%}
        begin{ganttchart}
            [
            vgrid,
            hgrid,
            time slot unit=month,
            time slot format=little-endian,
            newline shortcut=true,
            bar label node/.append style = {align=right},
            bar progress label node/.append style = {xshift=.5em},
            ]{01-11-2019}{31-08-2020}
            ganttbar[progress=50]{Administrative  tasks}{19-01-2020}{24-01-2020}\

            ganttlinkedbar{Literature study}{27-01-2020}{24-02-2020}\

            ganttlinkedbar{Finalize GRLS logic}{24-02-2020}{23-03-2020}

    end{ganttchart}}
end{document}