Go ahead: Trust me, it is safe to click here, you will simply go to politie.nl.
In both Firefox and Chrome, you will see politie.nl at the bottom of the screen if you hover your mouse over the link.
If you look at the HTML source, you can see we combine two features in the link above: a regular hyperlink with <a href="..."> and a snippet of JavaScript that uses the DOM API to open a window.
This is probably not that interesting for attackers to exploit, but it is a nice illustration that for a user it is not that easy to correctly interpret what the UI of the browser is showing.