A keylogger is a type of surveillance software (considered to be either software or spyware) that has the capability to record every keystroke you make to a log file, usually encrypted. A keylogger recorder can record instant messages, e-mail, and any information you type at any time using your keyboard.
if you click a link, to lets say "youtube" that someone sends you, they can keylog you.
theyll send you a link with a pop up saying for you to sign into youtube and theyll watch you type in your email and password.
(lets say the same email you use for youtube is the same for graal)
anyways then theyll access your email etc bam youre hacked .
at least that is my understanding of it.
bottom line, dont ever click links.