Twitter links are mostly in short URL format and you never know what you are clicking until you see the opened site. It is always better to click links from only trusted contacts.
Kaspersky folks are reporting that malware is making its way to twitter, Twitter, so be cautious with suspicious profiles and links. Some one created a twitter account which read “Pretty Rabbit” in Portuguese has a video link, the link leads to a fake Adobe Flash installer which is supposedly required to see the said video. This fake Flash file is a trojan that downloads trojans to the infected machine for further attacks like sending spam or phishing.
You can avoid these things easily, don’t auto follow everyone and click links from trusted contacts only. Via BBC