Messages containing links are a common attack vector.
A screenshot of an online translation service, showing a message in Arabic and a translation into English. The translation says 'Turkey asks the Egyptian opposition channels to stop criticizing Egypt, and Cairo comments on the move...'
Links could be sent from any instant messaging apps or SMS. There are a few kinds of malicious links:
Link target
Attacker goal
Sophistication
Mitigation
Phishing website, such as a webpage that looks like Google's login page
Trick user into entering personal data or passwords
Low
Check webpage domain names and SSL certificates
App download
Convince user to download and install the app
Low
Don't install apps outside of app stores
Webpage containing web exploits, such as XSS (Cross Site Scripting)
Steal online session cookies, or operate the currently open session
Medium
Don't click on links sent by unknown people
Webpage containing a browser exploit
Exploit browser or app vulnerability
High
Don't click on links sent by unknown people
Saving messages
Copy the entire message including the link to clipboard
Alternatively, save a screenshot containing the full text
