I have a page setup, something like this:

about me

• work
• biography
• contact

'about me' is the parent page. When I click this I would like to go to 'work' directly, because 'about me' is just a placeholder, an empty page. How can I do this?

By coding a custom menu function...;-)

You would have to loop through all pages and find the first with where the parentid = id of the parentpage. The function printSubPagesExcerpts() would be a good start for this to look at.