To style a link with CSS, you can target the `a` tag (which defines a hyperlink):
```
a {
color: blue;
text-decoration: none;
}
```
In this example, all links will be blue and will not be underlined.
You may also want to style links depending on their states (e.g. when the cursor hovers over them, when the link is active, when the link is visited). Hence, you can use the :link, :visited, :hover, and :active pseudo-classes in CSS:
```
/* unvisited link */
a:link {
color: blue;
}
/* visited link */
a:visited {
color: purple;
}
/* mouse over link */
a:hover {
color: red;
}
/* selected link */
a:active {
color: yellow;
}
```
In this example, the link will be blue by default, purple if it has been visited before, red when the mouse hovers over it, and yellow when it is being clicked or selected.