I don’t know if anyone else has this problem, but whenever I click on a mailto link for an e-mail address Opera pops up a window asking me to configure the mail client. Also, It was a mild annoyance so I didn’t bother doing anything about it, but I recently discovered that you can disable mail and chat and it will no longer do anything when you click on a mailto link. To disable it, go to

Tools > Preferences > Programs and Paths > Enable mail and chat (uncheck)