Infected links can contain viruses, IP Grabbers, and other malicious things.
Links can look legitimate if they use a unicode character, therefore, you can't see the difference between a legitimate link and a fake link. Example: аpple.com and apple.com (real) are not the same, the other one is a unicode character.
These links can grab your IP, then they can DDOS your IP causing you to go offline.
How do I prevent this?
Make sure the links are not shortened, and make sure you run a scan of that link on a website like Virustotal or IPQualityScore.
Check the characters if they are unicode or ASCII in the domain in websites like Timwhitlock and make sure they are all "LATIN".
Use a VPN or use a website like ProxySite to prevent your IP from being leaked.