Well I like to see what this suspicious link is so I can investigate.
Are you a security professional? Do you have an airgapped VM set up to ensure that if anything does go wrong that it can't affect your entire local area network? (There are some things that will NOT be constrained to just your PC if they get in there).
Is it worth putting your entire network at potential risk to investigate without the proper safety precautions?
If it ain't your job to investigate, don't. Report and move on. Leave it to those whose job it is and
keep yourself safe.
Sometimes that really is the best thing you can do.
... On the flipside, if you ARE knowledgeable and know the precautions to take and are doing so then disregard everything I just said, have fun! Lol.