I recently opened a link from a "friend", while I was on my workplace. It was some really simple stupid game "Super Mario" type. I opened it, played for 10 seconds and closed the link. What felt suspicious in first place was that the link that he provided me was sent with whitespace in it i.e. http:// some-url . something . com. When I came home I still wasn't aware what is happening and I opened the game again and my ESET NOD 32 said that the site you are visiting may attack you using phishing. A "friend" of mine said that it says that because he had that game on free web server. I would really use some opinion on this. What sensitive data could he possibly get? I'm part of more than 50 computers computer network system.
The definition of "phishing" is that you are tricked into manually and willingly inputting personal information. When you didn't do this, you weren't "phished" in the literal meaning of the word.
The explanation of your "friend" isn't unreasonable. Free webhosts are popular with phishers because they allow to place content online relatively easily and anonymously. Services which warn of known phishing sites tend to do overblocking (better block too much than letting one slip through), so them blocking a whole hoster because it is repeatedly abused by phishers isn't far-fetched either.
However, phishing isn't the only danger you face when opening unknown URLs.
So playing a malicious game might possibly leak sensitive information or install malware on your computer.