Many mobile browsers do support tel urls, These URLs start with tel: instead of http:, and can be used to create call me links on web pages. Usually, if a user clicks on one of these links, the phone will present a dialog, confirming if the user would like to dial the number.
However, some Android phones use special dial codes to access some of the phone's features. These codes are known as USSD codes (Unstructured Suplemental Service Data), and reasonably well documented. For example, if you type *#06# on your phone, it will show it's IMEI number before you hit dial (this works on most GSM phones, not just Android phones). Some Android phones add their own proprietary codes. For example, the Samsung Galaxy S3 phone has a code like this to perform a factory reset, which will delete all data on the phone, and once started, can not be canceled. As no dial action is required for these codes, just clicking the URL will execute the feature.
Here a quick test link that will show the IMEI:*#06#(iPhones will ask for confirmation first)
Johannes B. Ullrich, Ph.D.
SANS Technology Institute
(c) SANS Internet Storm Center. http://isc.sans.edu Creative Commons Attribution-Noncommercial 3.0 United States License.