I have heard that is better to never click to any link in an email. Is it a bad idea to click to a unsubscribe link? What is the best way to unsubscribe to undesired mails?
You should not click on any links. By clicking on the "unsubscribe" link you probably get marked as "Active Reader" which is willing to interact. You also get on the page of the sender, which might could infect you with malware.

Remember: With clicking on any link you've confirmed to the sender that your email address is both valid and in active use.

Just delete and ignore it. Your email then might get marked as "inactive".
