Laziness is a true indicator of your proficiency with a language. "Linking" is the merging of multiple words together until they sound as if they are one word. Sometimes extra sounds are added in to link words, sometimes sounds are dropped. Sometimes the sounds are actually changed.
Although you are still speaking English if you don't use linking, it can lead to awkward pauses, extra sounds and make you stand out as a foreign English speaker.
I've included 9 examples of linking that Native English speakers do regularly. Take a look and see if you do them too! If you have any questions or don't understand something, feel free to contact me.