When you come across a hyperlink in a webpage try holding down the COMMAND key (Mac) or CONTROL key (PC) while you click on the link. This will cause it to open in another window rather than replace the window you are on.
I find that I have frequent need to use this series of keyboard shortcuts:
C, T, V, enter
Command C, Command T, Command V, Enter
This will copy , open a new tab, paste the link and when I push enter, the link is launched.
Usually I will be looking at that particular website for only a few seconds. By using Command W (Mac) the window is closed and I am back to the spreadsheet or website I was looking at.