I have the same problem.When I click on a link in Mail, it says
"Mail was unable to open the URL “
http://anylink”. No associated application could be found."
The link can be copied and pasted into any browser, and it works then.
I did delete Safari some months ago, because it was having problems (could not open pdf files). But Mail was using Firefox quite successfully as its default browser to open links. Now it will not do that.