This issue occurs when you press and hold (or right-click) a hyperlink and then select the Copy Shortcut option in Internet Explorer. In this situation, you can't paste the hyperlink directly into the text input area of an instant message unless you select the Paste Unformatted option.
Note To use the Paste Unformatted option, right-click within the input area in Microsoft Lync 2013/Microsoft Skype for Business, and then select Paste Unformatted on the shortcut menu that appears.
To fix this issue, install the December 8, 2015 security update (KB3114351) for Lync 2013 (Skype for Business).
Note Lync 2013 was upgraded to Skype for Business in April 2015.