Click a link in another app and it opens in a small window over that app, not in your tabs. Read it and close it with ⌘W, and you are back where you were. If it turns out to matter, press ⌘O or Open and the page moves into your tabs as it is.
With several spaces, ⌥⌘O lists them, and Always Open … in … at the end makes that site open in the space it names from now on.
A small window from anywhere#
Turn on Settings › Small Window › Open a small window with ⌥⌘N in any app and ⌥⌘N opens an empty small window over whatever app you are in, ready for an address or a search.