iPhone and iPad users enjoy sharing web links with each other over Apple's Messages app, and in iOS 15, Apple has acknowledged this popularity by adding a new section in the Safari app called Shared with You.
If someone shares a web URL with you in the Messages app, it will show up in Shared with You in Safari. You can find this new section as a display option in the main Start Page that's opened whenever you create a new tab (via the "+" button). Safari shows a preview of the link so you can see what it's about, and tapping the link opens up the website.
If you tap the name of the person who originally shared the link with you, you can see the original message thread in which the link appeared. If you long press on the person's name, you can also choose Reply. You can also tap Show All to see the full list of shared web links.
If you don't see the Shared with You section, scroll to the bottom of the Start Page and tap the Edit button, then toggle the switch next to Shared with You to include it.