A links <a> by default have a dotted outline around them when user click it, and it will be a gray color around on it.This is default styling for the purpose of accessibility. For folks without the ability to use a mouse, they still need some visual indicator that they currently have a link active.
To remove the dotted outline, just include this as a part of your CSS
a:link, a:hover, a:active, a:focus {
outline: 0;
}