Unless you’re expecting a mail you should never open any links. Just go to the originating page manually.
You can also hover over the links to see the URL they’re pointing to. If it goes to y0urbamk.com
or yourbank.to
instead of yourbank.com
you know that something is up. But that can be hard to see with strange Cyrillic letters or so. So manually typing in yourbank.com
helps.
That’s exactly what Threads is. But nobody else wants to play with them.