@joma92807, I have the identical issue of internet links in Outlook 2016 emails or Word docs not opening when Opera is my default browser but opening just fine when Firefox is the default. I get the same error message as the one you got. So far I have not been able to find a fix -- did you ever get it solved? Thanks.
An interesting addendum: if I open an email using the mail program that comes installed on my Surface Pro 6 (running Windows 10 Home) rather than using Outlook 365 (which is the version of MS Office I'm using), any hyperlinks in the email open fine in my default Opera browser, so it must be some setting in Outlook 365.