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.