A URL stands for "Unified Resource Locator" Default is usually blue with purple after you've already clicked on it. but the color can be changed.
For example: http://38.media.tumblr.com/e1ef36d4c270f68a8798b82c6521ae5f/tumblr_ne4na47SD41tyzuaoo8_400.gif
While this link just directed you to a gif. What you saw was just the address. The thing you pressed on was a anchor or more commonly know as a link. Useing the "A href" tag can make a link on either text an image or even a gif.
It's possible to even jump around in your own webpage using links, like here.
...Too here.