When the user clicks on the link is redirected to the login screen, (if he's not auto logged in). When the user logs in, he should be redirected to the link he was trying to reach "inside" the application.

Also if the user does not have access to such section/bug/whatever, a message saying "The page you are trying to reach does not exist or you don't have permission to access it. If you feel this is a mistake, email the administrator".