How many web sites have you visited? Via our secret, elite Big Brother monitoring tools*, I can answer this question precisely: zero. Neither you nor I have ever "visited" a web site, for that is not how web browsing works. Everything you have ever seen in a browser was sent to your computer directly. You have downloaded all images, text, flying monkey animations, and so on.
The purpose of this post is to make you aware that browsing is not a passive activity, like walking by store windows. When you browse the web or click a link in an instant message, you are asking a remote server to send images, text, scripts, and possibly malicious code to your computer. The latter possibility makes clicking any link a potential risk. Be skeptical and careful.
Learn and improve your security awareness; there are many sites for improving your knowledge.
Bonus if you considered not clicking this link, well done!
*Note that the NSA can do this, MSA cannot.