Don't click on unsolicited links in emails from people you don't personally know
Many people I know have a problem with this one, especially when the email is written to intrigue and entice you. Subject lines like, “Is this a picture of you?”, or, “Someone withdrew $XXX from your bank account!” are designed to shock you just enough to click the link in the email, sending you off to internet neverland, never to be heard from again.
Make it a rule to never click a link in an email from someone you don't personally know, or from a company you've never been in contact with. Another good way to know if the email is for real is to hover your mouse over the link, and see where the URL is pointing to (it will show you in the small bar at the bottom of the window). If the URL is pointing to a URL you are unfamiliar with, it's better to give it a skip.