There is an interesting book of essays that consider various aspects of how hyperlinks on websites structure the diffusion or lack of diffusion of knowledge. They book is called The Hyperlinked Society: Questioning Connections in the Digital Age, Joseph Turow and Lokman Tsui, Editors:
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http://quod.lib.umich.edu/cgi/t/text/text-...680986.0001.001Lokman Tsui’s essay explores one facet of mainstream media’s relation to this new world. He compares the ways prestigious newspapers and major political blogs are using the hyperlink and finds stark differences. Whereas blogs link heavily to external Web sites, some newspapers hardly link, and others link only to themselves. Considering that online versions of major newspapers are used as a primary means of directing the public’s attention to what is deemed valuable information, Tsui’s findings have important implications with regard to how the public learns about the world.
I usually start out on a website clicking on links and making note of where they're taking me trying to evaluate who it is that is running that website and what sort of axes they might have to grind. But, after awhile, I get overly interested, or tired, and then my critical processes begin to melt away. Since more and more people get news and information from websites it's probably important that we begin to develop a method of dealing with this.