Wikidata is a frequently updated, community-driven, and multilingual knowledge graph. Hence, Wikidata is an attractive basis for Entity Linking, which is evident by the recent increase in published papers. This survey focuses on four subjects: (1) Which Wikidata Entity Linking datasets exist, how widely used are they and how are they constructed? (2) Do the characteristics of Wikidata matter for the design of Entity Linking datasets and if so, how? (3) How do current Entity Linking approaches exploit the specific characteristics of Wikidata? (4) Which Wikidata characteristics are unexploited by existing Entity Linking approaches? This survey reveals that current Wikidata-specific Entity Linking datasets do not differ in their annotation scheme from schemes for other knowledge graphs like DBpedia. Thus, the potential for multilingual and time-dependent datasets, naturally suited for Wikidata, is not lifted. Furthermore, we show that most Entity Linking approaches use Wikidata in the same way as any other knowledge graph missing the chance to leverage Wikidata-specific characteristics to increase quality. Almost all approaches employ specific properties like labels and sometimes descriptions but ignore characteristics such as the hyper-relational structure. Hence, there is still room for improvement, for example, by including hyper-relational graph embeddings or type information. Many approaches also include information from Wikipedia, which is easily combinable with Wikidata and provides valuable textual information, which Wikidata lacks.