We are sorry to tell you that at this time it is impossible to use a text link in a regular message.
Text link formatting is only allowed in embeds sent from bots.
However, you can use link trimming services to make your links look better, as might be the case with Bit.ly.
Here is an example:
It is expected that in the future Discord will be able to add the option to create custom links for use on the servers, but until today it is necessary to resort to other third party options in order to create this type of hyperlinks in Discord.