It is always best to be cautious when it comes to suspicious links sent through direct messages (DMs). It is unlikely that any legitimate administrator would send a link to you through a DM, so it is best to stay away from them. If you receive a link from someone you don't know or trust, it is important to be aware that it could be malicious and could contain malware or other malicious content. It is best to avoid clicking on any links that you are not sure about and to always be cautious when it comes to links sent through DMs.