To begin it is best to consider where you are browsing the internet, some websites can be more trusted than others, generally speaking, some websites can be trusted to be safe and careful with your data, while some may be built with the express purpose of stealing or cheating your data out of your hands. Large corporations and trusted businesses are very likely to have trustworthy download links and information, conversely, if you find a website and have never heard of its domain name or XXX before, it would be wise to look into that website before offering it personal information or downloading anything from it. As an additional footnote, be aware of websites that pretend to be owned by large corporations but are instead just fakes trying to steal data or provide you with malware.
Trusted companies will never directly ask you for passwords or other such login information and if you remain uncertain, looking at community-driven online blogs or journals can help you to determine if any one specific company or website is known for stealing data or providing malware.
Finally, as some final precautions, some internet browsers such as Google Chrome, Microsoft Edge and more will scan files as you attempt to download them, and if it locates any files it deems to be potentially harmful it will alert you and ask if you are sure you would like to continue the download, if you are at all uncertain, stop the download and trust your browser safety mechanisms. Lastly, there are some trusted Anti-Malware services available that can help clean and clear your computer after malware has found its way onto your computer, though it's best to try and avoid it getting to that point in the first place.
The quiz below will test your knowledge of link safety.