Visual TrueType keeps track of your links so that you cannot do something that won’t work. For example, a chain of links can be useful to control the curve of the serif:
A chain of three vertical links.
Adding a fourth link might seem like a good idea to assure that the stem is identical to other such stems in the same font:
Adding a fourth link.
However, this is one link too many. A link specifies which part of the character must not give way upon fitting the outline to the grid. This implies that something else must give way. But if the last link in the chain links back to the starting point, nothing can give way. Visual TrueType will display a message like:
A chain of links cannot begin and end at the same control point.
The last link must not link back to a control point used earlier in the chain. Visual TrueType alerts you so you can delete a link from the chain or forego the last link you tried to create.