The internet is full of genuine information, plus some rubbish and some criminals (like Life, really). The best thing is to set your device's internet safety levels so it warns you of stuff from a doubtful source - and then to use your common sense.
In fact, just visiting an information site may get you unwanted ads and daily emails encouraging you to buy stuff you don't want, but is unlikely to expose you to hackers, viruses etc. That happens more after buying things at unbelievable bargain prices from sites that are unsecured (look for https, not http, and a little padlock or a shield before the site name in the name box of your browser) , or from replying to all those Facebook posts that ask what year you were born, how many children you have, what was your first car, your first school, the name of your dog/cat/mother-in-law - all things that add up to a profile of you, and are often set as security questions.
In Europe, every site you visit is required to ask you whether you wish to receive cookies. It takes a few more clicks to refuse them, but it is worth doing. Also every browser programme has ways of setting the level of security. Find out how yours works and set it. For extra protection, install a virus checker like Norton or McAfee and have it scan for trouble regularly.
On choosing which links to follow and which to avoid - If someone who usually posts sensible opinions or info adds a link as a source of more detail on what they have just said on a subject that interests me, then I follow it. If I trust their sense on the subject, then I trust them not to refer me to dodgy sites.
I do prefer to see a short account of what is on the page linked to, and who is the author of it. The link is their statement of where they found those details. and saying a bit about it shows that they have really been there.
If there is no link to a source, then it could just be an opinion, or something vaguely and wrongly remembered, like, "They say that . . . " Much of the misinformation that flies around would vanish if everyone asked "Do they? Who says?" and looked for the original spreader of that particular fake news.
Links to music, jokes, cute kittens and so on are a matter of taste. You won't miss much by not following links, but in a serious discussion you could be missing important research by (dare I say it) an expert.