On Chrome Desktop Linux, it doesn't work despite me being logged into whatsapp web. Tries to do some xdg-open thing, but clearly that will never work considering whatsapp web has no registered protocol handlers...
Looks like it is some half completed demo integration rather than production ready...
Yeah it used to be quite hopeless unless you opened the link in a tab that had already loaded WhatsApp web. Now however, if you click the green button that says "CONTINUE TO CHAT" on the initial screen, it'll load a page with an option to download WhatsApp and another that's titled "use WhatsApp Web", just click on that one. Unfortunately, it will load a new instance of WhatsApp web in the current window even if you already have another open in another tab.
Opening that link will launch WhatsApp (or WhatsApp web) to the user's number and the text "Hello" in the message field.