What is ATP Safe Links?
In short, Safe Attachments is a security feature that looks for malicious files and blocks them before you can open them. More technical details about how Safe Attachments works can be found here:
https://docs.microsoft.com/en-us/office365/securitycompliance/atp-safe-links
What will ATP Safe Links look like?
When you receive an email with links they will now appear differently. An example can be seen in the picture below.
When you click on these links, so long as they are not known to be malicious, there should be no significant change. Although, if you click a link that is known to be malicious you will see a page like this in your internet browser:
