Some software will automatically fetch any URL it sees, even if you don't click it. A few examples:
- Browsers that are configured to pre-fetch certain URLs so that they load instantly after clicking (this isn't default on any major browser I'm aware of, but I've seen it).
- Messaging clients that show a preview of the page (text and/or image thumbnail) when you send or receive a message with a link.
- Browser extensions that pre-fetch certain links to check the page for malware (part of some AV suites).
In any of these cases, a vulnerability in the HTTP client (browser, AV software, messaging app or server, etc.) could be exploited by an attacker. However, such vulnerabilities are relatively rare unless the client supports JS (it is very hard to make a JS engine fully secure, though of course the developers try) and often sandboxed to limit the damage even if they are vulnerable.
Also, note that - in an ideal world where everything works correctly - fetching a URL would always be safe (it shouldn't be possible for fetching a URL to do anything harmful) and wouldn't even be state-changing (GET should be idempotent). Obviously, the real world is not nearly so ideal, since both software vulnerabilities and websites that ignore various standards exist. However, because those things exist, and for privacy reasons (fetching a URL always exposes, at a minimum, an IP address), automatically fetching URLs is relatively rare.
Just looking at a link (without fetching/visiting it) isn't going to be dangerous unless your text rendering library has some seriously wacky bugs, and most likely they could be set off by non-link text in a situation like that anyhow.
http://a//%%30%30would cause the tab to crash (see superuser.com/questions/977604/… and e.g. 9to5google.com/2015/09/22/…) - this is an example of a URL-parsing bug, though I don't think it was ever exploitable in any interesting way.