If it’s unexpected or suspicious for any reason, don’t click on it. Double check the URL of the website the link takes you to: unscrupulous people will often take advantage of spelling errors to mislead you and then direct you to a harmful domain.
If someone emails you asking for sensitive information, you can always call your bank or other organizations that you do business with directly to verify credentials before giving out any information.
Remember, legitimate companies will never send you an email requesting that you click on a link to enter sensitive financial information.