I remember in elementary school having a class once where we went to the computer lab and learned about the Internet. I distinctly remember the teacher saying that links were always blue and underlined, and we even had a demo site with a grid of links and had to click the right one (some were different colors, some weren't underlined, etc). The funny thing is, I remember thinking at the time that clearly they didn't HAVE to be blue & underlined because otherwise how would the wrong links work on the page!

For context, this was in the early 2000s