Make sure you click all links, or visit the links, before sending the message to ensure that the link is valid. This will prevent you from sending broken links which will frustrate the customer.

Additionally, please click all tracking links to check the tracking status BEFORE responding to the customer. 9 times out of 10, the customer already has the tracking link, and they're reaching out because the order hasn't moved. 

A great Expert will take time to look at the tracking link and recognize that there is a delivery exception before responding to the customer. A bad Expert will just quickly reply to the customer by sending the tracking link.
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While we're on this topic, it is also important to AVOID sending links to competing websites. For example, you wouldn't answer a ticket for Walmart by sending the customer a link to the specifications on Amazon. If you did this, you're driving the customer to a competing website.