Research has shown that users are more likely to find and click appropriately on tabs that look like real-world tabs. Indicate to users when a link has been clicked. If a user selects one link, and there are other links to the same target, make sure all links change colors. In a study of the speed with which users could find certain information, providing this type of feedback was the only aspect found to improve the speed of finding information. Make links that have not been clicked blue, and clicked links purple or red.
Users continue to use link colors to understand which parts of a site they have visited.
Where no evidence of link use, or non-standard colors are used, users repeatedly bounce among a set of pages not knowing that they are going back to the same page again and again. A Designer's Guide , North Andover, MA User Interface Engineering.