File naming
Recommendation
Use hyphens not underscores in your page names, so Google can separate the words in the filename.
Do this for new sites - the impact is too small to make worth doing on existing sites.
Sources
From Woorank:
Using underscores in your URL makes it hard for search engines to determine your site’s relevance to a search. Google sees hyphens as word separators while underscores are ignored. So the search engine sees https://thebuckfeverunderground.co.za/music/last_days_of_beautiful/ as all one word. Use hyphens in your URLs instead: https://thebuckfeverunderground.co.za/music/last-days-of-beautiful/.
We’ve detected underscores in your URLs. Change underscores to hyphens to maximize your SEO.
From SEO Basics: Hyphen or Underscore for SEO URLs? blog post.
The short answer is that you should use a hyphen for your SEO URLs. Google treats a hyphen as a word separator, but does not treat an underscore that way.
Google treats and underscore as a word joiner — so
red_sneakers
is the same asredsneakers
to Google. This has been confirmed directly by Google themselves, including the fact that using dashes over underscores will have a (minor) ranking benefit.
Matt Cutts stressed that the ranking difference between using dashes or underscores is minor — but then, that means there is a ranking difference.