Can somebody spy on what l am doing by me opening an e-mail link?

[Patters]

In theory, it is entirely possible.

There is a thing called a "drive-by download", which is when you get a virus simply by visiting a website. It takes advantage of unpatched security holes in your web browser or browser plug-ins, such as Java, Flash or Adobe Reader.

It's also possible to craft a malicious link which looks like it goes to one place but actually goes to another.

Also, it goes without saying that someone who sends you a link can usually find out when you have clicked on the link, provided the link goes to something they operate.

There are also tricks which can be played on web browsers, which could potentially allow someone sending you a link to find out what websites you've been to, just by visiting their site. A lot of these tricks may no longer work if your browser is up-to-date, but there may be new ones that are still possible.

All this having been said, your friend might just be messing with you and pretending they are doing this when really they are not. I don't know what your friend is like, so I can't really make a guess about whether they are likely to be doing it for real or not.