Be careful what you are clicking on. If it runs javascript then it can do a great deal on your computer, for example people can even go so far to open a shell on your computer using javascript. This is something that people do often when they exploit xss attacks, but if you are willingly visiting a site then they don't even need to trick you into running the javascript.
You can see more about this type of attack here:
https://www.slideshare.net/BartLeppens/owasp-appseceu-2015-beef-session (See from slide 49)
Thanks for your feedback on my comment!
RE: Warning about phishing links