The only reason CRA will contact you by email will be if you have a MyAccount with them. Even then, the email will only direct you to log in and view new documents. They will never contain links for you to follow.
If you receive an email with links, do not reply, do not click any of the links, just delete it.
If you receive an email and you are not sure if it is real or not, you can call CRA directly to verify the information you received. Click here to visit the CRA’s “Contact Us” page.