Yeah, if you click too many links without an account it'll bring up a sign-up pop-up that takes you to the previous page when you close it. You can get around it by opening the link in a new tab, or save yourself constant hassle by disabling cookies on twitter altogether.
While we're here, take another pro-tip: Set yourself up with an RSS/Atom reader and "Follow" accounts you are interested in through Nitter. No account, no random "We thought you might like", and no ads, just posts and retweets from the accounts you're interested in.