This wouldn't happen to me because I have direct deposit. I'll never get an email requesting confirmation about incoming deposits.
I was a target of a similar scam. I received a text from my bank saying that there was a security issue for my debit card starting with these four digits 'XXXX' and to press the link to straighten the problem out. I was going to use my card to pay for my groceries and I was just two carts from the cash. The first four digits did match but I suddenly realized that all debit cards from the same bank have the same four digits. I quickly signed no my bank app, saw no warnings and processed the grocery transaction with no issues.