Unsubscribe safely

I think the one thing the others (as of this post) hasn't mentioned: Source of the spam

I would say you should differentiate between "Good" spam (Something you signed up for - knowingly, accidentally, "opt-in" purposely, "opt-out" not clicked)... And "Bad"/"Unknown" spam (random garbage that likely uses the click for tracking).

I have no issue clicking "unsub" from Lowe's email (I signed up for "Weekly Specials" when I got my Lowe's Card. Then later, I realized I don't want those emails)... but I wouldn't click on "CH3@P V1@GRA!!!" unsub links.

One is someone you KNOW should have your email and you know they know you are active. The other is someone who probably doesn't know you are active - until you click that link.

Edit: As mentioned in comments: There is Good and Bad spam, but sometimes you are unclear. I've had the same gmail address for 10+ years now. Lots of stuff comes in. Personally, I have a good idea of what spam I'm supposed to get (News letters, stack notifications, facebook updates, bill reminders, etc)...

I also kinda know whats outside of the normal. Normal has changed as I've been actively "unsubbing" from stuff I expect because I don't read it anymore (largely due to changed job and changed newsletter reading), but I still have an idea of the expected ebb and flow.

If I'm unsure, I err on the side of not clicking in the email and instead click "mark as spam". This keeps me with two buckets: Good and Bad(/unknown).

You should not click on any links. By clicking on the "unsubscribe" link you probably get marked as "Active Reader" which is willing to interact. You also get on the page of the sender, which might could infect you with malware.

Remember: With clicking on any link you've confirmed to the sender that your email address is both valid and in active use.

Just delete and ignore it. Your email then might get marked as "inactive".

In addition to being marked as an active reader as @Danny says, unsubscribe links could be used to infect your system with malware. If you actually subscribed to the site and want to unsubscribe the best way to do it is log into the site and change your preferences. Otherwise report it as spam and delete it.