Is it safe to click on links in posts?

When it comes from a developer or moderator, I'd say yes. ;)

Otherwise, if something looks fishy, report the post and we'll take a look.

I set my saves for character and worlds to local then just back them up every couple of hours while playing for safety. Easy to find in your Appdata folder, no idea about cloud saves.

Please check out the info in the pinned FAQ thread:
https://steamcommunity.com/app/892970/discussions/0/3383905288030494726/