p:target { background-color : lime }

<p id="first">This paragraph should be unstyled.
       The background of the following paragraph should become green when
       you follow <a href="#second">this link</a>.</p>
<p id="second">This paragraph should initially be unstyled.
       It should become green when you select the link above. When you select
       <a href="#third">this link</a>, it should return to being unstyled and the 
       background of the paragraph below should become green.</p>
<p id="third">This paragraph should initially be unstyled.
       It should become green when you select the link above. When you follow
       <a href="#missing">this link</a>, the three paragraphs
       should all return to being unstyled.</p>