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Is the link to an image? If so, that is the cause. Try uploading a simple html page--should work.

First port of call is the Beginners guide to SEO from Moz.... it genuinely gives you the best starting point. Along with lots more great articles here in the Learn SEO and Search marketing section of Moz. Also see if the recent Webinar on how to perform a Website SEO audit from Moz is available yet, it will help you gain some real insight into numerous measurable facets of your site and its outreach. Finally keep coming back to the Q&A section of Moz, there are lots of real people giving real and genuinely great insight into lots of topics. Good luck Tim