Suspicious Text

Not your iPhone, but your Apple ID could have been compromised.

Change your Apple ID password immediately, as per this support article:--> If you think your Apple ID has been compromised - Apple Support

Regards

Giulio

If they didn't do anything other than click the link, it's unlikely their Apple ID may have been compromised. If they did provide information in the link, it could have been.

How are things in Italy these days?

If you didn't provide any information in the link you clicked on, your phone has unlikely been compromised. Delete the text message.