It is a recommended act to always check the site link very well before clicking on them, I know someone that have made such mistake and unfortunately all the valuable asset owned in the person wallet was transferred out. Especially MEW pishing link that request for private key before one can open it. The best way is just to check very well before opening any site.
Even the real MEW will request you private key to access your address, it's always safe to get the MEW app installed on your PC otherwise use the mycrypto app so that you won't get bothered checking the link every single time and you will reduce the risk of being phished into a scammy website.