That one was actually already a header, so no edits needed. The anchor links weren’t working right (probably because it predates the auto-header feature), so I gave it a tickle. 
You can see a few anchor links in the PotW - Vote for the Winner posts, and some sneaky ones in a table in the Welcome Topic, and some in a details section in Forum Badges 
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For longer ones, you can’t have spaces, but underscores and hyphens are fine (eg am-i-waffling).
There’s a limitation to the auto ones, where it adds a number to the end (the nth header in the post), so if you go back and add another in the middle it throws everything off.