When viewing a site without styles enabled, it’s clear which links you have clicked already and which not. The unvisited links are blue and the visited links are burgundy reddish. This is done to let visitors know where they have already been, what they have already read. It can also serve as a reminder where you stopped reading the last time you were on that site.

Best practices
The most desirable way of styling your links would be to use the same blue as unstyled HTML for unvisited links and the same reddish color for visited links. This would be desirable, because most people are already used to that coloring scheme, and generally know the meaning of those colors in links. But these colors me not fit within the coloring scheme of your site. In that case,
style visited links with a different color than unvisited links.

I made the change
This is something I’ve been meaning to do ever since I picked this theme for my blog. The blue links are those you have not clicked yet and the reddish links are the ones you visited already. When hovering a link, the link text will turn orange and be underlined. The links in the sidebar will not be underlined when hovered.