At times, short URLs starting with https://bit.ly or https://goo.gl or any other short and strange form are received via SMS or even email. It is difficult to authenticate and know where these URLs point to. If the source is trusted, then too, it is important to know and validate these URLs to ensure they do point to fishy or unknown sites.
To validate a short URL, visit http://checkshorturl.com or even https://www.expandurl.net. Enter the short URL you received in the space provided and click Expand. The result will be the expanded URL and you can then decide whether you want to visit the URL or not.