What is the right definition of 'Sex Linkage'?
Linkage is the tendency of two genes present on the same chromosome to be inherited together. The degree of linkage depends on the distance between the two genes, i.e two genes that are physically close are less likely to be separated onto two different chromosomes during recombination/crossover.

So this is what your first definition trying to convey.

Sex linkage simply means that a gene is to be found on the differential region of a sex chromosome (and not an autosome). See it as (gene) Linked to sex chromosome.

Note: Linkage and sex linkage are not the same.

An Introduction to Genetic Analysis, 7th edition makes it a bit easier:


  Sex linkage is the location of a gene on a sex chromosome.


So to sum up the definition:


  Sex linkage is the location of a gene on the differential region of a sex chromosome. (this is applicable to human beings because we have PARs)


For animals in general having sex chromosomes the definition from Genetic analysis is alright.

Note: Sex chromosomes are chromosomes that have genes that have roles in determining the sex of an individual of a species.