Looks very strange, when I open the /, the browser will display something like /#/?_k=dlo2cz in the address. The random query string value changes every time when I refresh the page or switch to other route.

The code were copied and pasted and on react-router branch 1.0.0-rc1.
import React from 'react';
import { Router, Route, Link, IndexRoute } from 'react-router';
const App = React.createClass({
  render() {
    return (
      <div>
        <h1>App</h1>
        {/* change the <a>s to <Links>s */}
        <ul>
          <li><Link to="/about">About</Link></li>
          <li><Link to="/inbox">Inbox</Link></li>
        </ul>
        {/*
          next we replace `<Child>` with `this.props.children`
          the router will figure out the children for us
        */}
        {this.props.children}
      </div>
    )
  }
});
const Message = React.createClass({
  render() {
    return <h3>Message</h3>
  }
});
const About = React.createClass({
  render() {
    return <h3>About</h3>
  }
});
const Inbox = React.createClass({
  render() {
    return (
      <div>
        <h2>Inbox</h2>
        {/* Render the child route component */}
        {this.props.children || "Welcome to your Inbox"}
      </div>
    )
  }
})
// Finally, we render a <Router> with some <Route>s.
// It does all the fancy routing stuff for us.
React.render((
  <Router>
    <Route path="/" component={App}>
      <Route path="about" component={About} />
      <Route path="inbox" component={Inbox}>
        {/* Add the route, nested where we want the UI to nest */}
        <Route path="messages/:id" component={Message} />
      </Route>
    </Route>
  </Router>
), document.body);
                This feature has been deprecated because the new structure of Routes is that they should act like components, so you should take advantage of component lifecycle methods instead.
A <Router> that uses the hash portion of the URL (i.e. window. location. hash ) to keep your UI in sync with the URL.
To avoid that you can set queryKey to false while creating browserHistory. Following example illustrates that
import { Router, Route, BrowserHistory } from 'react-router';
let bHistory = BrowserHistory({
  queryKey: false
});
  <Router history={bHistory}>
    <Route path="/" component={App}>
      <Route path="about" component={About} />
      <Route path="inbox" component={Inbox}>
        {/* Add the route, nested where we want the UI to nest */}
        <Route path="messages/:id" component={Message} />
      </Route>
    </Route>
For React-router v2.0.0
import { Router, useRouterHistory } from 'react-router'
import { createHashHistory } from 'history'
const appHistory = useRouterHistory(createHashHistory)({ queryKey: false })
<Router history={appHistory}/>
Update:
With current React-router version you don't need to install history npm module separately. It will be automatically installed as dependency while installing react-router.
If you get warning like this:
Warning: Using { queryKey: false } no longer works. Instead, 
just don't use location state if you don't want a key in your URL query string.
or queryKey : false is not working. 
Then It could be the case that you may be having incompatible version of history module with react-router. Just check if you have installed history module separately, if that is the case then uninstall it. Above warning will go away.
Edit: To get the exact dependencies
If you want to know which dependencies your "react-router" needs check the package.json on github or you can try following command.
$ npm info "[email protected]" dependencies
{ 
   history: '^2.1.2',
  'hoist-non-react-statics': '^1.2.0',
   invariant: '^2.2.1',
   warning: '^3.0.0',
  'loose-envify': '^1.2.0' 
}
                        It's a reference to the location state, it's documented here: If want to get rid of it, you need a different storage for your history such as the browsers History API, for example:
import createBrowserHistory from 'history/lib/createBrowserHistory';    
<Router history={createBrowserHistory()}>
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