I'm not sure about these days, but I do remember being hesitant about opening PDFs 12+ years ago, before I switched to MacOS (Safari has always had very good PDF display ability via OS X), and before all the major browsers had built-in PDF display (PDFs would often be downloaded as a file, which would trigger the opening of some PDF viewer shareware pre-installed on Windows). Terrible UX back then.

Yeah that was true back then. Opening a PDF link on windows 2000 or XP always a pain in the ass. I think those days are mostly over now though.

It used to be considered polite to append "(pdf warning)" to direct links to PDFs. I still like it, even though it's way less of a PITA now than it used to be.

PDFs are often big, which is a concern for those on metered connections.