What is the issue?
Linking to suspicious sites is harmful as it can reduce trust in your website for users and be a negative signal to search engines.
How to fix
To find which webpage the suspicious site is linked from, click on the number in the column "incoming link" or "incoming references".
A new window will open, where you see a complete list of the references containing the links to the suspicious sites.
Look at the column "anchor text" to find where the link is on the page. Alternatively, open the page in your browser, view the page source (by right clicking), then copy and paste the suspicious link into the find function to see exactly where it is is.
Remove the link yourself within your CMS or, if you are unable to, request that the link be deleted by your developer.
If a page linking to a suspicious site receives a high amount of traffic, there's a higher chance of visitors clicking on the link. Use Google Analytics data to see which pages containing a broken outbound link receive the highest amount of traffic. These should be fixed first. Learn more in this article.