New pref: open links in a new window
Executive summary: there is a new preference in the My Account page that gives you control over how links to external sites behave. You can have all of them open in a new window (in which case a little icon will adorn all external links to remind you) or you can have them open in the current window. Just a tiny convenience feature. The default is to open in the current window.
I personally hate it when I click a link and a new window opens that I wasn’t expecting. This has been mitigated recently by Firefox, which lets you direct all such links to a new tab instead. Safari has this feature, except it only applies to apps that aren’t Safari. So when you click a link in an email, it opens in a new tab in your topmost Safari window, but if you click a link in Safari itself, that link will open a new window instead of a new tab. Sigh.