If you click on any link in your email while previewing it (either using the online preview or E-goi's delivery test feature), the link won't open immediately. E-goi will first let you know which link you'll be taken to and only then can you click through.
This is to prevent links from affecting your preview, so it remains consistent at all times. Besides, E-goi's own special links (such as unsubscribe, view online or share on social) will obviously only work on your live email.
No worries, though! This only happens in your email preview and delivery test. When people click through your actual, live email, they'll be taken to the link's destination right away :)
Need to check this for yourself? Just do a live send to your email address. This is quite easy - simply create a segment containing your email address only and send out your campaign to that segment. Once you receive the campaign and co nfirm everything is good to go, just duplicate it in E-goi and get it out the door to your target audience .