Right now there's a Windows 10 vulnerability that can corrupt NTFS-based drives on Windows systems. Microsoft is working to create a patch.
Until Windows machines are completely patched, it is recommended not to open links without checking domain target.
The vulnerability can be invoked through command line, through a link to an invalid URL or even by inserting a broken image in a webpage. By the time the browser tries to render the image/link the filesystem is already compromised.
The only SAFE WAY to browse is to either use Windows Sandbox or a virtual machine (with a checkpoint you can go back to if needed). Any link or image could potentially be harmful.
More information here. If you see something like below then it's too late: