I've received a spam claimed to be sent from one of my friends' email (well I'm sure he didn't send it).
What exactly would be the implications of clicking the link?
What's the worse that could happen by clicking on the link?
If you hover over the link with your cursor, it should show you where the link actually directs to. Chances are it's some malware-infested site or phishing scam.
A lot of antivirus programs can monitor that kind of thing in real-time and stop your computer from doing anything stupid just before it's too late, but I wouldn't rely on that. If you have even the slightest suspicion it's illegitimate, just delete the email. Don't let your curiosity get the better of you; it's not worth the risk.