They're horrible to click on. First it loads a stupid facebook page and then just as you think you can click on the "play" button, they suddenly load a whole new frame with the same video embedded in it. And now you have 2 horribly slow pages loading at the same time while the video is trying to load itself. Then at some point one of the video frames starts playing. This is due to facebook's garbage design.
That's why I say you should include a sentence about what the link is about. Sometimes they're not worth clicking on. Sometimes people have already seen them. Other times it's interesting enough to endure the pain I just described above.