Could you elaborate on which column you are referring with 'click the checkout link'
Do you mean the 'Landing Page Url' text urls such as myshopify.com/1234567/checkouts/098a9ga68a890 ?
Is this for all such links?
Have you tried generating a session using another system(computer,browser,incognito-mode,etc) and testing that link?
Do you have any apps which generate unique products?
If you are clicking a link such as myshopify.com/checkout that should be redirecting you back to the cart if you have no previous checkout sessions.
A full checkout url for a users session is much longer and looks similar to the example I provided
If your just go to the /cart or their /checkout endpoints remember that was based on THIER relative session for a customers visit.
If you want granular data recorded of what they were doing you have to put that in the analytics