You didn't need to click on the footnote. Whenever you see a footnote, like (1) (of course, it might be some other number), you don't need to click it. Just let your mouse hover over it to display the information (usually a source citation) that it "holds" for you.
Naturally, you can click on links that are not footnotes (such as the "Return" link, right after this sentence), and you will go somewhere more interesting than this page.
[Return where you were before clicking the footnote]