What actually happens when you click a link
DNS, a certificate, cookies, and why a lookalike name is the whole trick.
You click a blue line of text. A page appears. In between those two moments a small chain of strangers does work for you. Knowing the chain is how you notice when one of them is the wrong stranger.
The name becomes a number
The link has a host, like knowyouripaddress.com. Your computer asks a DNS resolver, usually your ISP or a public one, “what number is that name?” The answer is an IP address. If someone poisons that answer, you still click the same letters and land on a different machine. That is why a bookmark you typed yourself is safer than a link that arrived in a hurry.
The handshake
The browser then talks to that IP, usually on 443. TLS is the handshake that tries to prove the other end holds a certificate for that name. A padlock means the path is scrambled to whoever owns that certificate. It does not mean the shop is honest. A phishing site can buy a certificate for a lookalike name.
What you send without meaning to
The request carries your public IP, a cookie if you have been here before, a language, a screen size, and a pile of headers the browser thinks are polite. The site logs them. Ads networks, if the page loaded their scripts, get a cut of that too.
The habit
Hover on a computer. Press and hold on a phone. Read the host before you tap. If the name is almost the bank, it is not the bank. Type the site yourself when money is involved. A click is a small act. Treat the important ones like signing a form, because in a way they are.