Hello,
There is no definitive answer, it really comes down to how you want people browsing your website. For instance, I would suggest a user stay within the same tab if they click from one blog article to the next. There's no reason they need to have a new tab opened. Now if they are on a product page and you have a suggested items section, once they click the suggested item should open in a new tab. This will let the user remember what they were originally browsing along with seeing additional products.
Also, I believe many users get suspicious once a new window opens when they click something. If they are expecting to stay within the same window or even tab. It can look spammy or like an ad/pop up, which could result in closing all.
Browse any major website, how often are you forced to open a new tab or window? Hardly ever, the only time it happens is when you are leaving the main URL.
I hope this helps.
Chris Hickman