I would rather say don't ever click on links you do not request for. As far as you did not request for a link before they're being shared to you, don't click on it whether they're coming from a stranger or known person
These links can be urgent and demanding sometimes, but I also think it depends on how you get them.
If it's through an email, it's better to check if it's coming from the right source before taking any action. And yes, look-alike links are very common, also embedded within a button.
As an SMS, ignore it, especially if it's coming from someone whose number you don't have.
You will likely get lots of these links online too , social media, websites, and a lot more. If you don't know what it works for or can't verify it, then let it be. Otherwise, you can't do without clicking/viewing links entirely.