Clicking a link can be very helpful or it can be very dangerous. You don’t really know for sure in advance.
Most of the time, it is safe to click, but sometimes it can be really bad.
Calculating the risk/reward of clicking is kind of split second sub conscious decision. Probably the more that you have to think about it, the less likely you are to click.
In the offline world, we do have the equivalent of clicking a link. It is deciding to walk into a store or going to see a specialist for more information.
There are risks involved in those activities that we usually don’t even think twice about. But there are some signals that we can see that would indicate something is probably less risky than other activities.
Still you can’t always be sure what risks lurk around any corner in life, so it still comes down to risk vs. reward.
If the expected payoff outweighs the potential risks, you are bound to take that chance.