For anyone without a GoogleMail account the mail link takes them to the sign in/registration page. Presumably when you setup an account you have an option to remember your address/password and go straight to your mailbox.
Possibly the only way to "edit" the link might be to delete your account and then reinstate it - probably a step too far in the circumstances. Particularly as it may not work. :@)
You have the option to remain signed in. If I sign out and click on the mail link then I am taken to page which requires me to log in and then straight to googlemail inbox. Pineman100 seems to have an extra step. If I'm logged in the click takes me straight to the in box.
Yes, that's exactly how I've always logged in. On the rare occasions that I have cleared my cookies, I've been taken to the login page, checked "Remember me" and from then on the "Mail" link just took me straight to my mailbox page.
I'll try Woolwell's Clear Recent History suggestion and report back.
By the way, my wife has discovered that exactly the same thing now happens on her Google Mail account! I installed Windows 7 for her yesterday, and we are networked on a Home Group. Could that be related to this problem, or do you think it's a coincidence?