Nielsen and Loranger (2006, p. 60) list "Links that don't change color when visited" as the first of eight original usability problems that continue to be serious web design flaws. They give it three skulls (the most serious condemnation, "still a high-impact usability problem").
According to Nielsen and Loranger, 74 percent of web sites do change the link color for visited links, so people expect to be able to see at a glance which links they've already been to. When links don't change color, people have to remember where they've been - and they often can't remember. So they revisit the same link again (and often again), wasting time and effort. Or they skip the right link, thinking they've already tried that one.
Of course, the problem is made worse by links that aren't clear and obvious. So writing your links to help people choose appropriately in the first place is critical. Even if your links are clear, help people understand what they have done and haven't done on your web site by showing where they've been, that is, by changing color for visited links.
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